Smoothing: Local Regression Techniques

Catherine Loader

No 2004,12, Papers from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)

Abstract: Smoothing methods attempt to find functional relationships between different measurements. As in the standard regression setting, the data is assumed to consist of measurements of a response variable, and one or more predictor variables. Standard regression techniques (Chapter ??) specify a functional form (such as a straight line) to describe the relation between the predictor and response variables. Smoothing methods take a more flexible approach, allowing the data points themselves to determine the form of the fitted curve. This article begins by describing several different approaches to smoothing, including kernel methods, local regression, spline methods and orthogonal series. A general theory of linear smoothing is presented, which allows us to develop methods for statistical inference, model diagnostics and choice of smoothing parameters. The theory is then extended to more general settings, including multivariate smoothing and likelihood models.

Date: 2004
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:zbw:caseps:200412

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