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Author: Wolfgang Härdle
Publisher: Cambridge University Press
ISBN: 9780521429504
Category : Business & Economics
Languages : en
Pages : 356
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Book Description
This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.
Author: Wolfgang Härdle
Publisher: Cambridge University Press
ISBN: 9780521429504
Category : Business & Economics
Languages : en
Pages : 356
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Book Description
This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.
Author: Wolfgang Hrdle
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
Author: Wolfgang Hrdle
Publisher:
ISBN:
Category :
Languages : en
Pages : 333
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Book Description
Author: K. Takezawa
Publisher: John Wiley & Sons
ISBN: 0471771449
Category : Mathematics
Languages : en
Pages : 566
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Book Description
An easy-to-grasp introduction to nonparametric regression This book's straightforward, step-by-step approach provides an excellent introduction to the field for novices of nonparametric regression. Introduction to Nonparametric Regression clearly explains the basic concepts underlying nonparametric regression and features: * Thorough explanations of various techniques, which avoid complex mathematics and excessive abstract theory to help readers intuitively grasp the value of nonparametric regression methods * Statistical techniques accompanied by clear numerical examples that further assist readers in developing and implementing their own solutions * Mathematical equations that are accompanied by a clear explanation of how the equation was derived The first chapter leads with a compelling argument for studying nonparametric regression and sets the stage for more advanced discussions. In addition to covering standard topics, such as kernel and spline methods, the book provides in-depth coverage of the smoothing of histograms, a topic generally not covered in comparable texts. With a learning-by-doing approach, each topical chapter includes thorough S-Plus? examples that allow readers to duplicate the same results described in the chapter. A separate appendix is devoted to the conversion of S-Plus objects to R objects. In addition, each chapter ends with a set of problems that test readers' grasp of key concepts and techniques and also prepares them for more advanced topics. This book is recommended as a textbook for undergraduate and graduate courses in nonparametric regression. Only a basic knowledge of linear algebra and statistics is required. In addition, this is an excellent resource for researchers and engineers in such fields as pattern recognition, speech understanding, and data mining. Practitioners who rely on nonparametric regression for analyzing data in the physical, biological, and social sciences, as well as in finance and economics, will find this an unparalleled resource.
Author: Daniel J. Henderson
Publisher: Cambridge University Press
ISBN: 110701025X
Category : Business & Economics
Languages : en
Pages : 381
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Book Description
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Author: László Györfi
Publisher: Springer Science & Business Media
ISBN: 0387224424
Category : Mathematics
Languages : en
Pages : 662
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Book Description
This book provides a systematic in-depth analysis of nonparametric regression with random design. It covers almost all known estimates. The emphasis is on distribution-free properties of the estimates.
Author: P.J. Green
Publisher: CRC Press
ISBN: 1482229757
Category : Mathematics
Languages : en
Pages : 197
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Book Description
In recent years, there has been a great deal of interest and activity in the general area of nonparametric smoothing in statistics. This monograph concentrates on the roughness penalty method and shows how this technique provides a unifying approach to a wide range of smoothing problems. The method allows parametric assumptions to be realized in re
Author: Adonis Yatchew
Publisher: Cambridge University Press
ISBN: 9780521012263
Category : Business & Economics
Languages : en
Pages : 238
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Book Description
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Author: Hulin Wu
Publisher: John Wiley & Sons
ISBN: 0470009667
Category : Mathematics
Languages : en
Pages : 401
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Book Description
Incorporates mixed-effects modeling techniques for more powerful and efficient methods This book presents current and effective nonparametric regression techniques for longitudinal data analysis and systematically investigates the incorporation of mixed-effects modeling techniques into various nonparametric regression models. The authors emphasize modeling ideas and inference methodologies, although some theoretical results for the justification of the proposed methods are presented. With its logical structure and organization, beginning with basic principles, the text develops the foundation needed to master advanced principles and applications. Following a brief overview, data examples from biomedical research studies are presented and point to the need for nonparametric regression analysis approaches. Next, the authors review mixed-effects models and nonparametric regression models, which are the two key building blocks of the proposed modeling techniques. The core section of the book consists of four chapters dedicated to the major nonparametric regression methods: local polynomial, regression spline, smoothing spline, and penalized spline. The next two chapters extend these modeling techniques to semiparametric and time varying coefficient models for longitudinal data analysis. The final chapter examines discrete longitudinal data modeling and analysis. Each chapter concludes with a summary that highlights key points and also provides bibliographic notes that point to additional sources for further study. Examples of data analysis from biomedical research are used to illustrate the methodologies contained throughout the book. Technical proofs are presented in separate appendices. With its focus on solving problems, this is an excellent textbook for upper-level undergraduate and graduate courses in longitudinal data analysis. It is also recommended as a reference for biostatisticians and other theoretical and applied research statisticians with an interest in longitudinal data analysis. Not only do readers gain an understanding of the principles of various nonparametric regression methods, but they also gain a practical understanding of how to use the methods to tackle real-world problems.
Author: Jeffrey Racine
Publisher: Oxford University Press
ISBN: 0199857946
Category : Business & Economics
Languages : en
Pages : 562
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Book Description
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
