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We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...
Persistent link: https://www.econbiz.de/10009574875
A procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of...
Persistent link: https://www.econbiz.de/10009578576
Suppose that one observes a process Y on the unit interval, where dY(t) = n 1/ 2f(t)dt + dW(t) with an unknown function parameter f, given scale parameter n N 1 ("sample size") and standard Brownian motion W. We propose two classes of tests of qualitative nonparametric hypotheses about f such...
Persistent link: https://www.econbiz.de/10009582407
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Statistics is considered to be a difficult science since it requires a variety of skills including handling of quantitative data, graphical insights as well as mathematical ability. Yet ever increasing special knowledge of statistics is demanded since data of increasing complexity and size need...
Persistent link: https://www.econbiz.de/10009579170
A user interface is one of the most important factor's for deciding the usefulness of a statistical system. Nowadays, a graphical user interface (GUI) is popular because it is easy and intuitive to use. A character user interface (CUI) is, however, still important for using full abilities of the...
Persistent link: https://www.econbiz.de/10009615420
Statistics is often difficult for students, since it requires coordination of quantitative and graphical insights with mathematical ability. Furthermore, ever-increasing special knowledge of statistics is demanded, since data of increasing complexity and size need to be understood and analyzed....
Persistent link: https://www.econbiz.de/10009581096
Persistent link: https://www.econbiz.de/10001916797
Persistent link: https://www.econbiz.de/10009576213
This methodological paper discusses the application of "adaptive" non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose to apply an adaptive regressogram, that is the selection of a...
Persistent link: https://www.econbiz.de/10009577458