Lecture 7 Nonparametric Regression: Nadaraya Watson Estimator

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Presentation transcript:

Lecture 7 Nonparametric Regression: Nadaraya Watson Estimator 12/6/2018 Lecture 7

The Nonparametric Regression Model 12/6/2018 Lecture 7

12/6/2018 Lecture 7

12/6/2018 Lecture 7

The Local Weighted Average Estimator 12/6/2018 Lecture 7

Local Constant Estimator 12/6/2018 Lecture 7

Asymptotic Properties: Conditional Bias and Variance 12/6/2018 Lecture 7

12/6/2018 Lecture 7

12/6/2018 Lecture 7

12/6/2018 Lecture 7

12/6/2018 Lecture 7

Asymptotic Conditional MSE 12/6/2018 Lecture 7

12/6/2018 Lecture 7

12/6/2018 Lecture 7