Optimal Smoothing in Semiparametric Index Approximation of Regression Functions.

The problem of approximating a general regression function m(x)= E(Y|X=x) is addressed. As in the case of the classical L2-type projection pursuit regression considered by Hall (1989), we propose to approximate m(x) through a regression of Y given an index, that is a unidimensional projection of X.

MoreLess

Year of publication:	1999
Authors:	Delecroix, M. ; Hristache, M. ; Patilea, V.
Subject:	REGRESSION ANALYSIS \| ECONOMETRICS

More details

Type of publication:	Book / Working Paper
Notes:	36 pages
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C00 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005486767