All Questions
Tagged with nonparametric regression
170
questions
2
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0
answers
25
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Contribution of a predictor in Nonparametric regression
Is there an equivalent to a beta weights in a nonparametric regression?
I am using the NP package in R and running a local linear regression where my bandwidth estimates are produced using least ...
1
vote
0
answers
39
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Hypothesis testing in non-parametric regression
Say I have two processes/time series, $X = (X_{t_{1}},X_{t_{2}},\dots , X_{t_{n}})$ and $Y = (Y_{t_{1}},Y_{t_{2}},\dots , Y_{t_{n}})$ observed at times $t_i$ for $i=1,2,\dots, n$ where $0 < t_1 <...
- 31
6
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165
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Estimating Spline curve by OLS. Is a good idea to fix the knots at Chebyshev sites?
I am writing my master's degree thesis on a novel method for fixing knots in an adaptive way and while reading the literature I've found many references to the so-called Chebyshev sites. This sites or ...
- 431
1
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0
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23
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Definition of a 'design adaptive' fit?
When studying non-parametric regression, I've been told that local linear fitting is often better than local constant fitting at the job of estimating regression functions because local linear fitting ...
- 233
4
votes
1
answer
2k
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Construct piece-wise linear mixed effect models
I'm looking at the BMACS dataset(data(BMACS)), and is trying to construct a local constant fit without covariates using base functions B1(t) = 1 for t < 2, B2(t) = 1 for 2 <=t <4 and B3(t) = ...
- 163
1
vote
1
answer
986
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Estimating conditional probability with many samples
I am confused about the estimation of conditional probabilities. Suppose I want to predict a binary outcome variable $Y = 0,1$ given $n$ categorical features $X = (X_1, \ldots, X_n)$, i.e. to ...
- 63
0
votes
1
answer
880
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Non-parametric tests for interaction effects
I have two datasets that are both organised as follows: an algorithm calculated a quality score (Q) of a specific image (image) that was processed using a certain algorithm (method). One has 315 ...
- 247
1
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2
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68
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How can I obtain a function that describes the expected value of data based on monthly data throughout different years?
I know this question is kind of complicated to understand at first. Here's the deal:
I've got organized, monthly sales data from various years, and when I graphed it I saw there's (obviously) a ...
- 13
8
votes
1
answer
940
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Intuition: What is the difference between linear factor models and regular linear regression?
So, I have a very vexing theoretical question that I hope some experienced econometrician can help me with. Being in finance, I have recently been exposed to linear factor models, which are models ...
- 662
1
vote
1
answer
74
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Can I assess the relationship between a normally and non-normally distributed variable?
My study is related to the visual attractiveness of route-plans in a logistics context. In practice, route-plans are rejected based on the fact that they "do not look nice". I have conducted an ...
- 11
2
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0
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133
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Smooth regression algorithms that produce zero training error
I am looking to fit three regression functions $f_1, f_2, f_3:\mathbb{R}^2 \to \mathbb{R}$. For example, let's say $X_1$ is time, $X_2$ is geographic latitude, $f_1$ is the temperature, $f_2$ is the ...
- 201
0
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0
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336
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Multiple regression to maximize Kendall's tau
I've seen methods for maximizing Kendall's tau using regression with a single independent variable, e.g. Sen's 1968 article. I'm interested in fitting coefficients in a multiple linear regression ...
0
votes
1
answer
60
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Two Variables: CPTED Audit Rating and Crime Count-Which test to use?
My project is focused on Crime Prevention Through Environmental Design, AKA CPTED. CPTED is a theory that certain characteristics of the built environment, such as level of maintenance, level of ...
- 1
3
votes
2
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2k
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Theil-Sen estimator assumptions
I found by accident the nonparametric Theil-Sen Estimator as a replacement for standard OLS linear Regression. How well does it perform with autocorrelated data, non-normal residuals and ...
- 69
0
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0
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101
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Nonlinear regression: improving parameter estimates
I'm running a nonlinear regression to estimate $\delta$ and $\alpha$ using the following model, where $X$, $Y$ and $Z$ are the variables:
\begin{equation}
Z = \left(\delta X^\alpha+(1-\delta)Y^\alpha\...
- 161