Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data
A method is proposed for the consistent nonparametric estimation of conditional probability and probability density functions along with associated gradients when both the conditioned and conditioning variables are categorical, continuous, or a mixture of both types. The method builds on the work of Aitchison & Aitken (1976) who proposed a novel method for kernel density estimation when using multinomial categorical data types. Simulations show that the proposed method performs quite well for a number of conditional simulated processes that mix both categorical and continuous variables. Applications of the proposed method to (i) the widely-cited Iris dataset of Fisher (1936), (ii) the female labor supply dataset from the Panel Study on Income Dynamics examined in Mroz (1987), and (iii) the Swiss labor force data studied by Gerfin (1996) all demonstrate that the proposed method performs better than conventional parametric models for predicting multinomial discrete choice. The method extends the realm of nonparametric modeling through the seamless blending of both categorical and continuous variables, and is capable of detecting structure in the data which frequently remains undetected by conventional parametric approaches.
|Date of creation:||01 Aug 2000|
|Date of revision:|
|Contact details of provider:|| Phone: 1 212 998 3820|
Fax: 1 212 995 4487
Web page: http://www.econometricsociety.org/pastmeetings.asp
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Michael Gerfin, 1993.
"Parametric and Semiparametric Estimation of the Binary Response Model of Labor Market Participation,"
dp9315, Universitaet Bern, Departement Volkswirtschaft.
- Gerfin, Michael, 1996. "Parametric and Semi-parametric Estimation of the Binary Response Model of Labor Market Participation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 321-39, May-June.
- Thomas Mroz, .
"The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions,"
University of Chicago - Population Research Center
84-8, Chicago - Population Research Center.
- Mroz, Thomas A, 1987. "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," Econometrica, Econometric Society, vol. 55(4), pages 765-99, July.
- Chaudhuri, Probal & Dewanji, Anup, 1995. "On a likelihood-based approach in nonparametric smoothing and cross-validation," Statistics & Probability Letters, Elsevier, vol. 22(1), pages 7-15, January.
- McFadden, Daniel L., 1984. "Econometric analysis of qualitative response models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 24, pages 1395-1457 Elsevier.
When requesting a correction, please mention this item's handle: RePEc:ecm:wc2000:0713. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)
If references are entirely missing, you can add them using this form.