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http://dx.doi.org/10.5351/KJAS.2007.20.1.133

Sparse Design Problem in Local Linear Quasi-likelihood Estimator  

Park, Dong-Ryeon (Dept. of Stastics, Hanshin University)
Publication Information
The Korean Journal of Applied Statistics / v.20, no.1, 2007 , pp. 133-145 More about this Journal
Abstract
Local linear estimator has a number of advantages over the traditional kernel estimators. The better performance near boundaries is one of them. However, local linear estimator can produce erratic result in sparse regions in the realization of the design and to solve this problem much research has been done. Local linear quasi-likelihood estimator has many common properties with local linear estimator, and it turns out that sparse design can also lead local linear quasi-likelihood estimator to erratic behavior in practice. Several methods to solve this problem are proposed and their finite sample properties are compared by the simulation study.
Keywords
Binary response variable; local linear quasi-likelihood estimator; Pseudo data;
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