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Since the mid 1980's many statisticians have studied methods for combining parametric andnonparametric esimates to improve the quality of fits in a regression problem. Notably in 1987,Einsporn and Birch proposed the Model Robust Regression estimate (MRR1) in which estimatesof the parametric...
Persistent link: https://www.econbiz.de/10009433895
One form of model robust regression (MRR) predicts mean response as a convexcombination of a parametric and a nonparametric prediction. MRR is a semiparametricmethod by which an incompletely or an incorrectly specified parametric model can beimproved through adding an appropriate amount of a...
Persistent link: https://www.econbiz.de/10009434059
Most traditional parametric and nonparametric regression methods operate under the assumption that the true function is continuous over the design space. For methods such as ordinary least squares polynomial regression and local polynomial regression the functional estimates are constrained to...
Persistent link: https://www.econbiz.de/10009433749
The generalized linear model (GLM) is a popular model in many research areas. In theGLM, each outcome of the dependent variable is assumed to be generated from a particulardistribution function in the exponential family. The mean of the distribution depends onthe independent variables. The link...
Persistent link: https://www.econbiz.de/10009433766
There is a growing interest in robust and nonparametric methods with engineering applications, due to the nature of the data. Here, we study two power systems engineering applications that employ or recommend robust and nonparametric methods; topology error identification and voltage...
Persistent link: https://www.econbiz.de/10009433785
In typical normal theory regression, the assumption ofhomogeneity of variances is often not appropriate.Instead of treating the variances as a nuisance andtransforming away the heterogeneity, the structure ofthe variances may be of interest and it is desirable tomodel the variances. Aitkin...
Persistent link: https://www.econbiz.de/10009433833
Time Series of water quality variables typically possess many of several characteristics which complicate analysis. Of interest to researchers is often the trend over time of the water quality variable. However, sometimes water quality variable levels appear to increase or decrease monotonically...
Persistent link: https://www.econbiz.de/10009433854