A Note on Local Likelihood Regression for Binary Response Data

Hidenori Okumura

This article considers identifying the existence of the local likelihood estimator in binary regression. A simple method for the identification is proposed, which is derived by recognizing the problem as a linear complementarity problem through a support vector machine problem with soft margins.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

TAYLOR & FRANCIS INC

38

5

1019

1025

10.1080/03610910902722111

https://doi.org/10.1080/03610910902722111