Calculating degrees of freedom in multivariate local polynomial regression

DOI10.1016/J.JSPI.2020.05.001zbMATH Open1441.62143OpenAlexW2898388145MaRDI QIDQ2189128FDOQ2189128

Authors: Nadine McCloud, Christopher F. Parmeter 

Publication date: 15 June 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.05.001

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zbMATH Keywords

goodness-of-fitbandwidthtraceeffective parametersirrelevant regressors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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• Applied nonparametric econometrics
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• Analysis of variance and \(F\)-tests for partial linear models with applications to environmental health data
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Nonparametric \(F\)-tests for nested global and local polynomial models
• Infinite order cross-validated local polynomial regression
• Sample size planning for testing significance of curves

Cited In (2)

• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• The Degrees of Freedom of Partial Least Squares Regression

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