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A power comparison between nonparametric regression tests

Zhang, Chunming; Dette, Holger - 2003

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through...

Persistent link: https://www.econbiz.de/10010306282

Optimal bandwidth choice for the regression discontinuity estimator

Imbens, Guido W.; Kalyanaraman, Karthik - 2009

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity …, bandwidth choice rule. We illustrate the proposed bandwidth choice using data previously analyzed by Lee (2008), as well as in a …

Persistent link: https://www.econbiz.de/10010274346

A comparative study of monotone nonparametric kernel estimates

Pilz, Kay F.; Dette, Holger - 2004

In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...

Persistent link: https://www.econbiz.de/10010296624

A simple nonparametric estimator of a monotone regression function

Dette, Holger; Neumeyer, Natalie; Pilz, Kay F. - 2003

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

Persistent link: https://www.econbiz.de/10010306273

Optimal bandwidth choice for the regression discontinuity estimator

Imbens, Guido; Kalyanaraman, Karthik - 2010

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity … optimal bandwidth. This optimal bandwidth depends on unknown functionals of the distribution of the data and we propose … specific, consistent, estimators for these functionals to obtain a fully data-driven bandwidth choice that has the asymptotic …

Persistent link: https://www.econbiz.de/10010288396

Nonparametric regression and the detection of turning points in the Ifo business climate

Abberger, Klaus - 2004

turning point. A plug-in method is used for data-based bandwidth choice. Since in practice the identification of turning …

Persistent link: https://www.econbiz.de/10010261265

A note on parametric and nonparametric regression in the presence of endogenous control variables

Frölich, Markus - 2006

This note argues that nonparametric regression not only relaxes functional form assumptions vis-a-vis parametric regression, but that it also permits endogenous control variables. To control for selection bias or to make an exclusion restriction in instrumental variables regression valid,...

Persistent link: https://www.econbiz.de/10010268065

Regression discontinuity design with covariates

Frölich, Markus - 2007

In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...

Persistent link: https://www.econbiz.de/10010268328

Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise

Scholz, Achim; Neumeyer, Natalie; Munk, Axel - 2004

The purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that the new test is asymptotically uniformly more...

Persistent link: https://www.econbiz.de/10010296611

Bootstrap tests for the error distribution in linear and nonparametric regression models

Nagel, Eva-Renate; Dette, Holger; Neumeyer, Natalie - 2004

In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...

Persistent link: https://www.econbiz.de/10010296621