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SemiParBIVProbit (version 3.3)

working.comp3: 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. This function includes the association parameter of the two equations in the construction of the working linear model.

Arguments

References

Radice R., Marra G. and M. Wojtys (submitted), Copula Regression Spline Models for Binary Outcomes.