Bootstrap Confidence Intervals For Local Likelihood, Local Estimating Equations And Varying Coefficient Models

Four powerful generalizations of the usual local polynomial
nonparametric regression methodology are (a) local polynomial
methods in generalized linear models; (b) varying coefficient
generalized linear models, where the possibly multivariate
coefficients in a generalized linear model are estimated
nonparametrically; (c) local likelihood methods; and (d) local
estimating equations, which generalize nonparametric regression to
the estimating equation context. We construct bootstrap confidence
intervals for the nonparametrically estimated functions in all four
contexts.