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1997-01-22Buch DOI: 10.18452/3802
Nonparametric Estimation Via Local Estimating Equations, with Applications to Nutrition Calibration
dc.contributor.authorCarroll, Raymond J.
dc.contributor.authorRuppert, David
dc.contributor.authorWelsh, A. H.
dc.date.accessioned2017-06-15T22:10:08Z
dc.date.available2017-06-15T22:10:08Z
dc.date.created2006-06-01
dc.date.issued1997-01-22
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4454
dc.description.abstractEstimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric estimators of a “parameter” depending on a predictor. The nonparametric component is estimated via local polynomials with loess or kernel weighting, asymptotic theory is derived for the latter. In keeping with the estimating equation paradigm, variances of the nonparametric function estimate are estimated using the sandwich method, in an automatic fashion, without the need typical in the literature to derive asymptotic formulae and plug-in an estimate of a density function. The same philosophy is used in estimating the bias of the nonparametric function, i.e., we use an empirical method without deriving asymptotic theory on a case-by-case basis. The methods are applied to a series of examples. The application to nutrition is called “nonparametric calibration” after the term used for studies in that field. Other applications include local polynomial regression for generalized linear models, robust local regression, and local transformations in a latent variable model. Extensions to partially parametric models are discussed.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectMeasurement Erroreng
dc.subjectLocal Polynomial Regressioneng
dc.subjectNonlinear Regressioneng
dc.subjectBandwidth Selectioneng
dc.subjectSandwich Estimationeng
dc.subjectMissing Dataeng
dc.subjectLogistic Regressioneng
dc.subjectAsymptotic Theoryeng
dc.subjectPartial Linear Modelseng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Estimation Via Local Estimating Equations, with Applications to Nutrition Calibration
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064041
dc.identifier.doihttp://dx.doi.org/10.18452/3802
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages34
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue17
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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