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Showing 1 to 6 of 6 for “"local linear regression"”.
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Model-robust quantal regression
… commonly used parametric procedure is logistic regression, commonly referred to as "logit analysis." The adequacy of the fit by the logistic regression curve is tested using the chi-square lack-of-fit test. If the lack-of-fit test is not significant, then the logistic model is assumed to be …
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Model robust regression: combining parametric, nonparametric, and semiparametric methods
In obtaining a regression fit to a set of data, ordinary least squares regression depends directly on the parametric model formulated by the researcher. If this model is incorrect, a least squares analysis may be misleading. Alternatively, nonparametric regression (kernel or local polynomial …
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Bias Assessment and Reduction in Kernel Smoothing
When performing local polynomial regression (LPR) with kernel smoothing, the choice of the smoothing parameter, or bandwidth, is critical. The performance of the method is often evaluated using the Mean Square Error (MSE). Bias and variance are two components of MSE. Kernel methods are known to …
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Essays in econometrics
… estimating heterogeneous causal effects in regression discontinuity designs. We take advantage of recent development in random forest based estimation methods (e.g. Athey and Wager 2018) to non-parametrically estimate heterogeneous treatment effects. A forest based algorithm is used to …
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Studies to Improve Estimation of the Electromagnetic Bias in Radar Altimetry
… second study uses two different nonparametric regression (NPR) techniques to estimate the EM bias. A recent study of satellite data from the TOPEX/Poseidon altimeter supports that the bias is modeled better using NPR regression. A traditional parametric fit is compared to two NPR techniques …
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Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex
… on two-month forecast horizons using a nonlinear framework and 1973-2016 data that allows us to identify the effects of market exuberance/pessimism and risk premiums on prices. A non-parametric local linear regression framework (Fan and Gijbels, 1996) is first applied to investigate …