On model diagnostics using varying coefficient models
利用变系数模型进行模型诊断
The paper motivates the use of varying coefficient models for diagnostics in regression models with continuous and factorial covariates. The varying coefficient model, which is restricted only by assumptions concerning the smoothness of the effects, is considered as the alternative to a parametric generalised linear model. Estimation is based on local likelihood smoothing and asymptotic properties of the estimators are derived. For the investigation of the discrepancy…