非参数回归中适应稀疏设计的插值方法:评论

Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression: Comment

Journal of the American Statistical Association · 1997
被引 11
ABS 4

中文导读

本文提出基于核和带宽的简单插值规则,通过添加伪设计点来克服局部线性平滑中的稀疏设计问题,方法简单且性能与岭回归等替代方法相当。

Abstract

We suggest interpolation methods for overcoming the problem of sparse design in local linear smoothing. These methods are based on simple rules, determined by the kernel and bandwidth, for deciding when and where pseudo-design points should be added to augment the original design sequence. New ordinates for the added design points are computed by simple interpolation, then local linear smoothing is applied directly to the expanded dataset. The method is competitive with alternatives (e.g., those involving ridge regression), in terms of both simplicity and performance.

非参数回归局部线性平滑插值方法计量经济学