Displaying 2 results from an estimated 2 matches for "speckman".
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speciman
2003 Sep 22
2
ksmooth in SPLUS vs R
I am working with a model that I have to estimate a nonparametric
function. The model is partial linear i.e.
Y=X$\beta$ + f(z) + $\epsilon$
I am using the ' double residual methods' Robinson (1988) Speckman (1988)
where I estimate a nonparametric function for each of the parametric
variables in terms of the nonparametric one i.e.
X[,i]=g(Z)+ u
this is done because I need the $E( X[,i]\vert Z)$ for each position j in
the vectors.
the problem is that when I use the ksmooth() function in R it estimate...
2003 Sep 23
0
ANOVA(L, Terms...)
...22 Sep 2003, Jean Eid wrote:
>
> > I am working with a model that I have to estimate a nonparametric
> > function. The model is partial linear i.e.
> >
> > Y=X$\beta$ + f(z) + $\epsilon$
> >
> > I am using the ' double residual methods' Robinson (1988) Speckman
>(1988)
> > where I estimate a nonparametric function for each of the parametric
> > variables in terms of the nonparametric one i.e.
> >
> > X[,i]=g(Z)+ u
> >
> > this is done because I need the $E( X[,i]\vert Z)$ for each position j
>in
> > the ve...