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2006-01-25Buch DOI: 10.18452/3719
Regression and contrast estimates based on adaptive regressograms depending on qualitative explanatory variables
dc.contributor.authorBunke, Olaf
dc.contributor.authorCastell, Ernestina
dc.date.accessioned2017-06-15T21:54:19Z
dc.date.available2017-06-15T21:54:19Z
dc.date.created2006-01-25
dc.date.issued2006-01-25none
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4371
dc.description.abstractThis methodological paper discusses the application of “adaptive” non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose to apply an adaptive regressogram, that is the selection of a regressogram estimate among the class of regressograms corresponding to all possible partitions of the regressor range. Our selection criterion is an analog to Mallows’s Cp and this allows to state some small sample and asymptotic properties of the adaptive estimator. We also comment on stepwise selection procedures. The details of the procedure are presented in several interesting special cases, e.g. the two-or three-sample problem and the twoway classification. We illustrate there possible improvements over the usual least squares (ANOVA-)estimates.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.relation.ispartofseriesSonderforschungsbereich 373: Quantification and Simulation of Economic Processes - 20, SFB 373 Papers, ISSN:1436-1086
dc.subjectAdaptive least squares estimationeng
dc.subjectminimax regreteng
dc.subjectANOVAeng
dc.subjectdiscrete explanatory variableeng
dc.subjecttwoway classificationeng
dc.subject.ddc330 Wirtschaft
dc.titleRegression and contrast estimates based on adaptive regressograms depending on qualitative explanatory variables
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10056608
dc.identifier.doihttp://dx.doi.org/10.18452/3719
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.container-titleSFB 373 Papers
local.edoc.container-issn1436-1086
local.edoc.pages19
local.z-edoc.journal-periodikumAusgabe20,
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue20
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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