Local polynomial regression for pooled response data
Autor: | Xichen Mou, Xiang Li, Dewei Wang, Xianzheng Huang |
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Rok vydání: | 2020 |
Předmět: |
Statistics and Probability
Polynomial regression FOS: Computer and information sciences Polynomial 62G08 62G20 05 social sciences Pooling Estimator Conditional expectation 01 natural sciences Article Cross-validation Methodology (stat.ME) 010104 statistics & probability 0502 economics and business Statistics 0101 mathematics Statistics Probability and Uncertainty Statistics - Methodology 050205 econometrics Mathematics |
Zdroj: | J Nonparametr Stat |
DOI: | 10.48550/arxiv.2001.00915 |
Popis: | We propose local polynomial estimators for the conditional mean of a continuous response when only pooled response data are collected under different pooling designs. Asymptotic properties of these estimators are investigated and compared. Extensive simulation studies are carried out to compare finite sample performance of the proposed estimators under various model settings and pooling strategies. We apply the proposed local polynomial regression methods to two real-life applications to illustrate practical implementation and performance of the estimators for the mean function. |
Databáze: | OpenAIRE |
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