All Questions
Tagged with nonparametric regression
171
questions
2
votes
1
answer
92
views
Non-Parametric Regression with an Omitted Variable
Suppose we use the Kernel Regression Estimator $$\hat{m}(c)=\frac{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)y_i}{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)}$$
where $h\to 0$ and $nh\to \infty$ as $n\...
- 428
2
votes
0
answers
66
views
Linear model for maximizing rank correlation between observed and predicted response
linear regression is modelled as
$$Y = X\beta + \epsilon$$
for response variable $Y$ (vector), design matrix $X$, and iid Gaussian noise $\epsilon$ (vector).
instead of minimizing the mean squared ...
- 2,480
5
votes
0
answers
27
views
Are these two estimated regression coefficient asymptotically equivalent? If not, which one is more efficient?
Suppose I have $Y=\beta_1X_1+\beta_2X_1X_2+g(X_2)+u$, where $E(u|X_1,X_2)=0$ and $S=g(X_2)+e$ with $E(e|X_2)=0$. I have a random sample $\{Y_i,X_{1i},X_{2i},S_i\}_{i=1}^n$. Suppose I first use a ...
- 2,956
0
votes
1
answer
56
views
Non-Parametric Test for Regression Significance
I have created a plot of the regression slope of sea surface temperatures (x) and an atmospheric variable (y). Although, I need to test the statistical significance of these trends using a non-...
1
vote
1
answer
109
views
OLR for non-normal continuous dependent variable with two categorical independent variables?
ID
Sex
Surface
B1
1
female
UN
1255
2
female
UN
542
3
female
UN
818
1
female
UN
274
2
female
UN
261
3
female
UN
314
1
female
UP
552
2
female
UP
548
3
female
UP
721
1
female
UP
431
2
female
...
- 11
1
vote
0
answers
166
views
Projection pursuit regression
Projection pursuit regression (PPR) is described in Hastie et al.'s The Elements of Statistical Learning in the chapter on neural networks. The algorithm was introduced by Friedman and Stuetzle (1981)....
- 751
0
votes
0
answers
7
views
Regression models that conform to functional groupings of features
For example, suppose we want to predict y with features x1, x2, x3, x4. If I specify
...
- 31
1
vote
1
answer
113
views
Multiple Linear regression unmet assumptions, what can I do?
I need your help with some work I am doing.
Some context first:
I am writing a dissertation for my master. The topic is about perceived trust in Smart Home technology. I launched a survey with a ...
- 21
0
votes
0
answers
25
views
Can I use log-log OLS with no constant to measrue the relationship between two variables in a non-normal distribution?
I am trying to measure the relationship between the price of a futures-contract and the current price of the underlying asset on the day of purchasing said futures-contract. For this I have a dataset ...
1
vote
1
answer
156
views
How to use the argument stype in boot-package in R? [closed]
The stype argument in boot of R can take 3 values: "i" which is the default, "w" or "f".
What is ...
- 151
1
vote
0
answers
68
views
Gaussian Process Regression prior with observations as integrals?
Consider some standard 1d Gaussian Process Regression (GPR). Suppose you are not happy with a typical mean-zero prior away from the data and you actually want something like the derivative of the mean ...
- 312
1
vote
2
answers
71
views
which non parametric test to use? friedman or Kruskal?
I am conducting a study on textrual complexity. We fed people food (3 types) over 3 sessions and asked questions about hunger levels. 20 participants were tested during 60 trials in total. Of the 14 ...
- 11
1
vote
0
answers
127
views
Gasser Müller estimator for estimating the derivative $m'(x)$ of a nonparametric regression function
I would like to compare the performance of the Gasser Müller estimator with other estimators for estimating the the derivative $m'(x)$ of the regression function $m(x)$.
Let's say we have the ...
- 111
3
votes
2
answers
1k
views
Why is the Cox-PH Model called "Semi Parametric"?
When it comes to Survival Analysis, I understand that there are 3 main classes of models:
Non-Parametric Models
Parametric Models
Semi-Parametric Models
Non-Parametric models are like the Kaplan-...
1
vote
1
answer
241
views
Which statistical test should I use if the assumptions of a 2-way ANOVA are not met?
My study design consists of two factors (one with 2 levels, the other with 6) and a continuous response variable. In order to analyze the influence of both factors on the explanatory variable I built ...
- 441