Local Quasi-Likelihood with global reweighting.
locfit.quasi assumes a specified mean-variance relation,
and performs iterartive reweighted local regression under this
assumption. This is appropriate for local quasi-likelihood models,
and is an alternative to specifying a family such as "qpoisson".
locfit.quasi is designed as a front end
to locfit.raw with data vectors, or as an intemediary
between locfit and locfit.raw with a
model formula. If you can stand the syntax, the second calling
sequence above will be slightly more efficient than the third.
locfit.quasi(x, y, weights, ..., iter=3, var=abs)
x |
Either a |
y |
If |
weights |
Case weights to use in the fitting. |
... |
Other arguments to |
iter |
Number of EM iterations to perform |
var |
Function specifying the assumed relation between the mean and variance. |
"locfit" object.
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