All Questions
4
questions
0
votes
1
answer
113
views
Nonparametric Regression
Suppose I have response y, continuous independent variable x and binary variable z.
...
- 357
0
votes
0
answers
51
views
Simple method to estimate $\sigma^2$ from i.i.d. samples of $y_i \sim N(\theta_i, \sigma^2)$
This is a normal means model: given $N$ i.i.d $y_i \sim N(\theta_i, \sigma^2)$ or equivalently
$$
y_i = \theta_i + \varepsilon_i\, \text{ where }\varepsilon_i \text{ are i.i.d } \sim N(0, \sigma^2)...
- 702
2
votes
1
answer
3k
views
Local polynomial regression with Epanechnikov kernel
I am trying to do local polynomial regression in R. The model I wish to fit has a single explanatory variable and a single response, it should have a bandwidth of 5, and a polynomial degree of 3.
I ...
- 3,592
3
votes
0
answers
2k
views
parametric bootstrap on regression
I keep trying to perform parametric bootstrap on simple regression analysis to grasp the concept. The internet is full of tutorials on non-parametric one, but I found no explanation or steps ...
- 1,478