Efficient estimation of additive nonparametric regression models

被引：94
|
作者：
Linton, OB
机构：
[1] Cowles Foundation for Research in Economics, Yale University, New Haven
来源：
BIOMETRIKA | 1997年 / 84卷 / 02期
关键词：
additive regression models; backfitting; dimensionality reduction; Kernel estimation; nonparametric regression;
D O I：
10.1093/biomet/84.2.469
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
We define a new procedure for estimating additive nonparametric regression models. We use the integration method of Linton & Nielsen (1995) to provide starting values that are then used in a one-step backfitting procedure. We show that our new method is efficient in a certain sense and dominates the straight integration method according to mean squared error.
引用
收藏
页码：469 / 473
页数：5
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