Semiparametric Regression
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| Author | : David Ruppert |
| Publisher | : Cambridge University Press |
| Total Pages | : 410 |
| Release | : 2003-07-14 |
| Genre | : Mathematics |
| ISBN | : 9780521785167 |
Semiparametric regression is concerned with the flexible incorporation of non-linear functional relationships in regression analyses. Any application area that benefits from regression analysis can also benefit from semiparametric regression. Assuming only a basic familiarity with ordinary parametric regression, this user-friendly book explains the techniques and benefits of semiparametric regression in a concise and modular fashion. The authors make liberal use of graphics and examples plus case studies taken from environmental, financial, and other applications. They include practical advice on implementation and pointers to relevant software. The 2003 book is suitable as a textbook for students with little background in regression as well as a reference book for statistically oriented scientists such as biostatisticians, econometricians, quantitative social scientists, epidemiologists, with a good working knowledge of regression and the desire to begin using more flexible semiparametric models. Even experts on semiparametric regression should find something new here.
| Author | : Jaroslaw Harezlak |
| Publisher | : Springer |
| Total Pages | : 341 |
| Release | : 2018-12-12 |
| Genre | : Mathematics |
| ISBN | : 1493988530 |
This easy-to-follow applied book on semiparametric regression methods using R is intended to close the gap between the available methodology and its use in practice. Semiparametric regression has a large literature but much of it is geared towards data analysts who have advanced knowledge of statistical methods. While R now has a great deal of semiparametric regression functionality, many of these developments have not trickled down to rank-and-file statistical analysts. The authors assemble a broad range of semiparametric regression R analyses and put them in a form that is useful for applied researchers. There are chapters devoted to penalized spines, generalized additive models, grouped data, bivariate extensions of penalized spines, and spatial semi-parametric regression models. Where feasible, the R code is provided in the text, however the book is also accompanied by an external website complete with datasets and R code. Because of its flexibility, semiparametric regression has proven to be of great value with many applications in fields as diverse as astronomy, biology, medicine, economics, and finance. This book is intended for applied statistical analysts who have some familiarity with R.
| Author | : Adonis Yatchew |
| Publisher | : Cambridge University Press |
| Total Pages | : 238 |
| Release | : 2003-06-02 |
| Genre | : Business & Economics |
| ISBN | : 9780521012263 |
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
| Author | : Luke John Keele |
| Publisher | : John Wiley & Sons |
| Total Pages | : 230 |
| Release | : 2008-04-15 |
| Genre | : Mathematics |
| ISBN | : 9780470998120 |
An introductory guide to smoothing techniques, semiparametric estimators, and their related methods, this book describes the methodology via a selection of carefully explained examples and data sets. It also demonstrates the potential of these techniques using detailed empirical examples drawn from the social and political sciences. Each chapter includes exercises and examples and there is a supplementary website containing all the datasets used, as well as computer code, allowing readers to replicate every analysis reported in the book. Includes software for implementing the methods in S-Plus and R.
| Author | : Wolfgang Karl Härdle |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 317 |
| Release | : 2012-08-27 |
| Genre | : Mathematics |
| ISBN | : 364217146X |
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
| Author | : Joel L. Horowitz |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 211 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461206219 |
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
| Author | : Jeffrey Racine |
| Publisher | : Oxford University Press |
| Total Pages | : 562 |
| Release | : 2014-04 |
| Genre | : Business & Economics |
| ISBN | : 0199857946 |
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
| Author | : Wolfgang Härdle |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 210 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3642577008 |
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
| Author | : Jason W. Osborne |
| Publisher | : SAGE Publications |
| Total Pages | : 489 |
| Release | : 2016-03-24 |
| Genre | : Psychology |
| ISBN | : 1506302750 |
In a conversational tone, Regression & Linear Modeling provides conceptual, user-friendly coverage of the generalized linear model (GLM). Readers will become familiar with applications of ordinary least squares (OLS) regression, binary and multinomial logistic regression, ordinal regression, Poisson regression, and loglinear models. Author Jason W. Osborne returns to certain themes throughout the text, such as testing assumptions, examining data quality, and, where appropriate, nonlinear and non-additive effects modeled within different types of linear models.
| Author | : Michael R. Kosorok |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 482 |
| Release | : 2007-12-29 |
| Genre | : Mathematics |
| ISBN | : 0387749780 |
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
