Non-parametrical Estimation of the Regression used in Economic Analyses

Constantin Anghelache, Gabriela Victoria Anghelache, Liviu Begu and Georgeta Bardasu
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Constantin Anghelache: „Artifex” University of Bucharest
Gabriela Victoria Anghelache: Academy of Economic Studies, Bucharest
Liviu Begu: Academy of Economic Studies, Bucharest
Georgeta Bardasu: Academy of Economic Studies, Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 1, 38-43

Abstract: Non-parametric methods are useful, but raises some problems. In practice, they require a large number of observations and are used for a relatively small number of explanatory variables. Moreover, the result is sensitive to the choice of the smoothing parameter and to a lesser extent in the nucleus. They pose a problem for the presentation of results that can not be contained in a compact formula but can only be described by graphs. A non-parametric analysis does not allow extrapolation outside the range of observation, but econometric is an advantage.

Keywords: non-parametric methods; variables; regression function; appraisal (search for similar items in EconPapers)
JEL-codes: C01 C51 (search for similar items in EconPapers)
Date: 2013
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