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SemiParBIVProbit (version 3.2-4)

working.comp: Internal Function

Description

It efficiently calculates the working model quantities needed to implement the automatic multiple smoothing parameter procedure by exploiting the band structure of the weight matrix.

Arguments

References

Marra G. and Radice R. (2011), Estimation of a Semiparametric Recursive Bivariate Probit in the Presence of Endogeneity. Canadian Journal of Statistics, 39(2), 259-279. Marra G. and Radice R., A Penalized Likelihood Estimation Approach to Semiparametric Sample Selection Binary Response Modelling. Submitted.