The Estimation of Generalized Varying-Coefficient Model with Response Variables Missing at Random
响应变量随机缺失下的广义变系数模型的估计

A quasi-likelihood estimation is considered for nonparameter coefficient function in generalized varying-coefficient model with response variables missing at random. It is shown that the proposed estimation is asymptotically normal, moreover, the asymptotical bias and the variance of the estimation are given.