Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

@inproceedings{Fan1995LocalPK,
  title={Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions},
  author={Jianqing Fan and Nancy E. Heckman and Matt P. Wand},
  year={1995}
}
Generalized linear models (Wedderburn and NeIder 1972, McCullagh and NeIder 1988) were introduced as a means of extending the techniques of ordinary parametric regression to several commonly-used regression models arising from non-normal likelihoods. Typically these models have a variance that depends on the mean function. However, in many cases the likelihood is unknown, but the relationship between mean and variance can be specified. This has led to the consideration of quasi-likelihood… CONTINUE READING
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