Nonparametric Models and Their Estimation

Göran Kauermann ()
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Göran Kauermann: University of Bielefeld

Chapter 10 in Modern Econometric Analysis, 2006, pp 137-152 from Springer

Abstract: Abstract Nonparametric models have become more and more popular over the last two decades. One reason for their popularity is software availability, which easily allows to fit smooth but otherwise unspecified functions to data. A benefit of the models is that the functional shape of a regression function is not prespecified in advance, but determined by the data. Clearly this allows for more insight which can be interpreted on a substance matter level. This paper gives an overview of available fitting routines, commonly called smoothing procedures. Moreover, a number of extensions to classical scatterplot smoothing are discussed, with examples supporting the advantages of the routines.

Keywords: Unemployment Rate; Generalize Additive Model; Smoothing Parameter; Nonparametric Regression; Royal Statistical Society (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-32693-6_10

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