All Questions
Tagged with nonparametric regression
170
questions
3
votes
1
answer
1k
views
How to interpret coefficients from rank based regression (Rfit package in R)?
I need to examine the relationship between an outcome variable (continuous) and a number of predictors. Since my data is non-normally distributed (i.e. the residuals from the multiple linear ...
- 61
1
vote
0
answers
40
views
Non asymptotic error bound for$f(x)=\mathbb{E}[Y|X=x]$
I am considering the following model:
$(X_i,Y_i)_{i=1}^n$ are iid random pairs with $X_i\in[0,1]$ and $Y_i\in\mathbf{R}$. Let $f(x)=\mathbb{E}[Y|X=x]$. Consider an estimate $\hat{f}_n$ of $f$.
Under ...
- 11
1
vote
0
answers
44
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Alternative approach if dependent variable violates regression linearity
I am working on a research project to identify the impact of dominant personalities, and sexual esteem on sadistic behavior. I am also completely new to statistical analysis.
Both of my independent ...
- 131
0
votes
0
answers
53
views
Error $|\hat{f}_n(x)-f(x)|$ with regressogram estimator
I am learning about non parametric estimation, and more specifically about regressogram:
Let $(X_i,Y_i)_{i = 1}^n$ be a sequence of random variables in $[0,1]$ variables and $E[Y_i|X_i] = f(X_i)$. ...
- 11
2
votes
1
answer
561
views
Creating a custom distribution with flexsurvreg
I'm interested in fitting a parametric survival model but would like to explore the use of a Beta distribution for this purpose rather than a Weibull, Exponential, etc. model.
The Beta distribution ...
- 548
2
votes
0
answers
136
views
How Semiparametric regression works?
I am working on semiparametric regression models;
$$y=\beta x_1 +m(x_2)+e$$. I can understand this combination of Parametric and Nonparametric but how to estimate the responses ($\hat y$)?
What is ...
- 21
1
vote
2
answers
3k
views
Feature subset selection by stepwise regression for a random forest model?
I would like to build a random forest model for regression. I have an abundance of potential features, and I expect only some of them to have a significant impact on the target variable. In addition, ...
- 11
1
vote
1
answer
603
views
Kruskal–Wallis one-way analysis of variance is related to what kind of regression?
One-way anova is similar to regular linear regression because both use the F-test which involves sums of squares among other reasons.
Is Kruskal–Wallis one-way analysis of variance similar to some ...
user271077
5
votes
0
answers
4k
views
How to better understand when to use Weibull AFT versus Cox Model for Failure Data
I am struggling to understand when I should consider using a Cox regression model versus using a Weibull AFT model to predict the end of life of mechanical components.
I have tried to apply the Cox ...
- 95
7
votes
0
answers
287
views
Minimizing MISE to find consistent estimator
Consider kernel regression estimation of the mean function $m$ of the process
$$y_t = m(x_t) + \epsilon_t,$$ where $\epsilon_t$' s are correlated with covariance function $R(s,t) = \exp \{-\lambda|s-...
- 765
1
vote
1
answer
243
views
Is there a equivalence test for beta coefficients in regression analysis?
There are established ways to rule out medium/high effects like TOST for two-groups.
But is there a way to rule out medium/high effects in one multiple regression?
Maybe using eta-squared? What ...
- 11
2
votes
0
answers
327
views
Is kernalized linear regression parametric or nonparametric?
We know that for linear regression, we can predict:
$$\hat{y} = w^Tx +b$$
Where $w$ is the parameter that minimizes the square loss.
It is easy to prove that for the final solution using gradient ...
- 21
0
votes
1
answer
1k
views
Prediction of regression coefficients with XGBoost
I am doing survival analysis. There is a dataset of items (id, group_id, observed lifetime, censorship status), each item belongs to a certain group. Each item is ...
- 153
1
vote
0
answers
410
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Gaussian Processes: advice on proper optimization settings for simple model?
I am trying my hand at Gaussian Processes with GPflow (basically using this basic example as my guide), and am experiencing difficulties fitting some basic periodic data which I generated.
My code:
<...
- 662
3
votes
1
answer
2k
views
Rank ANCOVA is a bad idea?
I am currently working on a project looking at the best way to handle missing data (such as quality of life) due to death. One approach is to use categories/ranks for the outcome, where death is the ...
- 31