working.comp: Internal Function
Description
It efficiently calculates the working model quantities needed to implement the automatic multiple smoothing parameter estimation
procedure by exploiting the band structure of the matrices involved in the calculations.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. (2013), A Penalized Likelihood Estimation Approach to Semiparametric Sample Selection Binary Response Modeling. Electronic Journal of Statistics, 7, 1432-1455.
Radice R., Marra G. and M. Wojtys (submitted), Copula Regression Spline Models for Binary Outcomes.