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Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable....
Persistent link: https://www.econbiz.de/10010266140
In many applications it is known that the underlying smooth function is constrained to have a specific form. In the present paper, we propose an estimation method based on the regression spline approach, which allows to include concavity or convexity constraints in an appealing way. Instead of...
Persistent link: https://www.econbiz.de/10010266176
Persistent link: https://www.econbiz.de/10010266243
A novel concept for estimating smooth functions by selection techniques based on boosting is developed. It is suggested to put radial basis functions with different spreads at each knot and to do selection and estimation simultaneously by a componentwise boosting algorithm. The methodology of...
Persistent link: https://www.econbiz.de/10010266251
In many applications it is known that the underlying smooth function is constrained to have a specific form. In the present paper, we propose an estimation method based on the regression spline approach, which allows to include concavity or convexity constraints in an appealing way. Instead of...
Persistent link: https://www.econbiz.de/10003310076
Persistent link: https://www.econbiz.de/10003135698
Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable....
Persistent link: https://www.econbiz.de/10002753340
A novel concept for estimating smooth functions by selection techniques based on boosting is developed. It is suggested to put radial basis functions with different spreads at each knot and to do selection and estimation simultaneously by a componentwise boosting algorithm. The methodology of...
Persistent link: https://www.econbiz.de/10003365536
Persistent link: https://www.econbiz.de/10005165551
Persistent link: https://www.econbiz.de/10005118042