HATLINK: a link between least squares regression and nonparametric curve estimation
For both least squares and nonparametric kernel regression, prediction at a given regressor location is obtained as a weighted average of the observed responses. For least squares, the weights used in this average are a direct consequence of the form of the parametric model prescribed by the user. I...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2017
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| Online Access: | http://hdl.handle.net/10919/77794 |