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SemiParSampleSel (version 1.2)

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 working linear model.

Arguments

References

Marra G. and Radice R. (2013), Estimation of a Regression Spline Sample Selection Model. Computational Statistics and Data Analysis, 61, 158-173. Wojtys M., Marra G. and Radice R. (submitted), Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel.