All Questions
8
questions
0
votes
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25
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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 ...
0
votes
0
answers
607
views
No significant interaction in OLS, but significant in pairwise comparison
I have two independent categorical variables — (i) A: {1, 2, 3}, (ii) B: {0, 1} — with a continuous outcome variable ...
0
votes
0
answers
101
views
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
2
votes
1
answer
2k
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Conditional Expected Value of the Response Variable and the Prediction with the fitted model in Linear Regression
I am running the following code to check my concepts in simple linear regression. As we know from theory, $E[Y|X] = \beta_0 + \beta_1X$ or put in another way, $Y=\beta_0 + \beta_1X + \epsilon$, I was ...
- 739
6
votes
1
answer
2k
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Surface Fit Using Tensor Product of B-Splines
I am trying to teach myself surface fitting with splines using tensor products. I am trying to construct a toy example but I can't seem to get my example to work. I will try to explain the best I can ....
- 61
3
votes
0
answers
272
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Question about the answer to "Local polynomial regression: Why does the variance increase monotonically in the degree?" [duplicate]
I appreciated Marco's elegant answer explaining why the variance of a local polynomial regression increases monotonically in the degree. However, in the end of the proof, I find difficult to calculate ...
- 31
6
votes
1
answer
1k
views
Setting up a naive tensor product B-spline example
I've simulated data according to
$y = \text{sin}(2\cdot(4x-2))+2\cdot\text{exp}(-(16^2)(x-0.5)^2)+\epsilon$
where $\epsilon \sim \mathbb{N}(0,0.3^2)$
By evaluating the ith B-Spline of degree $k$, i....
- 1,113
3
votes
2
answers
122
views
Fitting a continuous result to categorical predictors semiparametrically
Suppose one has a relatively large number of observations, each of which consists of a continuous result and a small number (2 or perhaps 3) of categorical variables, each of which has a large ...
- 191