Smoothing: Local Regression Techniques
Smoothing methods attempt to find functional relationships between different measurements. As in the standard regression setting, the data is assumed to consist of measurements of a response variable, and one or more predictor variables. Standard regression techniques (Chapter ??) specify a functional form (such as a straight line) to describe the relation between the predictor and response variables. Smoothing methods take a more flexible approach, allowing the data points themselves to determine the form of the fitted curve. This article begins by describing several different approaches to smoothing, including kernel methods, local regression, spline methods and orthogonal series. A general theory of linear smoothing is presented, which allows us to develop methods for statistical inference, model diagnostics and choice of smoothing parameters. The theory is then extended to more general settings, including multivariate smoothing and likelihood models.
|Date of creation:||2004|
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- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, November.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, November.
- Oliver LINTON, .
"Applied nonparametric methods,"
Statistic und Oekonometrie
9312, Humboldt Universitaet Berlin.
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"Applied Nonparametric Methods,"
9206, Tilburg - Center for Economic Research.
- Härdle, W.K., 1992. "Applied Nonparametric Methods," Discussion Paper 1992-6, Tilburg University, Center for Economic Research.
- Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
- HÄRDLE, Wolfgang, 1992. "Applied nonparametric methods," CORE Discussion Papers 1992003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9204, Catholique de Louvain - Institut de statistique.
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