Multiple nonparametric regression and model validation for mixed regressors:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 105 S. graph. Darst. |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | IMAGE 1
MULTIPLE NONPARAMETRIC REGRESSION AND
MODEL VALIDATION FOR MIXED REGRESSORS
DISSERTATION ZUR ERLANGUNG DES GRADES EINES DOKTORS DER
WIRTSCHAFTSWISSENSCHAFT
EINGEREICHT AN DER FAKULTAET FUER WIRTSCHAFTSWISSENSCHAFTEN DER
UNIVERSITAET REGENSBURG
VORGELEGT VON: JOACHIM SCHNURBUS
BERICHTERSTATTER:
PROF. DR. ROLF TSCHERNIG, UNIVERSITAET REGENSBURG
PROF. DR. HARRY HAUPT, UNIVERSITAET BIELEFELD
TAG DER DISPUTATION: 06.07.2011
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1014326095
DIGITALISIERT DURCH
IMAGE 2
CONTENTS
LIST OF FIGURES V
LIST OF TABLES VII
1 INTRODUCTION 1
1.1 MOTIVATION AND FRAMEWORK 1
1.2 OVERVIEW AND CONTRIBUTION 9
2 STATISTICAL VALIDATION OF FUNCTIONAL FORM IN MULTIPLE REGRESSION USING
R 17
2.1 MODEL VALIDATION 18
2.2 NONPARAMETRIC METHODS FOR MODEL VALIDATION 20
2.3 MODEL VISUALIZATION AND VALIDATION USING R E L AX 22
2.4 BEAUTY AND THE LABOR MARKET REVISITED 25
3 ON NONPARAMETRIC ESTIMATION OF A HEDONIC PRICE FUNCTION 33
3.1 INTRODUCTION 34
3.2 SPECIFICATION TESTING AND PREDICTION PERFORMANCE 35
3.2.1 NONPARAMETRIC TEST OF HSIAO, LI, AND RACINE 35
3.2.2 MONTE CARLO PREDICTION SIMULATION 37
3.3 COMMENTS ON THE NONPARAMETRIC PERFORMANCE 39
3.4 CONCLUSION 42
4 BLACK BOX BANDWIDTHS - HOW HAT MATRIX ANALYSIS ILLUMINATES NONPARA-
METRIC MIXED KERNEL REGRESSION 43
4.1 I N T R O D U C T I ON 44
4 .2 T H E O RY ON N O N P A R A M E T R IC M I X ED K E R N EL R E G R
E S S I ON A ND H AT M A T R I C ES . .. 45
IMAGE 3
CONTENTS
4.2.1 LOCAL KERNEL REGRESSION 46
4.2.2 WEIGHTING OF OBSERVATIONS 47
4.2.3 HAT MATRICES FOR NONPARAMETRIC KERNEL REGRESSION 49
4.3 BEHAVIOR AND PROPERTIES OF HAT MATRICES FOR NONPARAMETRIC KERNEL
REGRESSION 50
4.3.1 EFFECT OF DIFFERENT BANDWIDTHS FOR CONTINUOUS COVARIATES 51
4.3.2 IDENTIFICATION OF (POTENTIAL) OVERFITTING OBSERVATIONS AND
CODI-PLOT 55
4.3.3 EFFECT OF DIFFERENT BANDWIDTHS FOR DISCRETE COVARIATES 57
4.4 CANADIAN HOUSING EXAMPLE 59
4.4.1 ANALYSIS OF FIT AND ESTIMATED BANDWIDTHS 62
4.4.2 HAT MATRIX ANALYSIS 65
4.5 CONCLUSION 70
5 CROSS-VALIDATING FIT AND PREDICTIVE ACCURACY OF NONLINEAR QUANTITE
REGRES- SIONS 71
5.1 INTRODUCTION 72
5.2 METHODOLOGICAL ASPECTS 73
5.2.1 PARTIALLY LINEAR B-SPLINE QUANTILE REGRESSION 74
5.2.2 NONPARAMETRIC MIXED KERNEL QUANTILE REGRESSION 75
5.3 COMPARING DIFFERENT MODELING PARADIGMS 76
5.3.1 ADJUSTMENT OF PARAMETERS FOR CROSS-VALIDATION 77
5.3.2 COMPARISON CRITERIA 78
5.3.3 CROSS-VALIDATION COMPUTATION 79
5.4 EMPIRICAL ANALYSIS: BOSTON HOUSING DATA 80
5.4.1 SPECIFICATION OF ESTIMATION MODELS 81
5.4.2 PARTIAL EFFECTS AND IN-SAMPLE FIT 82
5.4.3 OUT-OF-SAMPLE PERFORMANCE 82
5.4.4 ESTIMABILITY VERSUS PREDICTABILITY 88
5.5 MONTE CARLO SIMULATION 88
5.6 CONCLUSION 92
BIBLIOGRAPHY 95
|
| any_adam_object | 1 |
| author | Schnurbus, Joachim 1979- |
| author_GND | (DE-588)1014175283 |
| author_facet | Schnurbus, Joachim 1979- |
| author_role | aut |
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| bvnumber | BV039519226 |
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| ctrlnum | (OCoLC)750771559 (DE-599)BVBBV039519226 |
| dewey-full | 519.536 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.536 |
| dewey-search | 519.536 |
| dewey-sort | 3519.536 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-10T00:05:21Z |
| institution | BVB |
| language | English |
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| physical | VIII, 105 S. graph. Darst. |
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| spelling | Schnurbus, Joachim 1979- Verfasser (DE-588)1014175283 aut Multiple nonparametric regression and model validation for mixed regressors Joachim Schnurbus 2011 VIII, 105 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Regensburg, Univ., Diss., 2011 Nichtparametrische Regression (DE-588)4745075-7 gnd rswk-swf Validierung (DE-588)4187357-9 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Multiple Regression (DE-588)4170720-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Nichtparametrische Regression (DE-588)4745075-7 s Multiple Regression (DE-588)4170720-5 s Ökonometrisches Modell (DE-588)4043212-9 s Validierung (DE-588)4187357-9 s b DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024371757&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schnurbus, Joachim 1979- Multiple nonparametric regression and model validation for mixed regressors Nichtparametrische Regression (DE-588)4745075-7 gnd Validierung (DE-588)4187357-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Multiple Regression (DE-588)4170720-5 gnd |
| subject_GND | (DE-588)4745075-7 (DE-588)4187357-9 (DE-588)4043212-9 (DE-588)4170720-5 (DE-588)4113937-9 |
| title | Multiple nonparametric regression and model validation for mixed regressors |
| title_auth | Multiple nonparametric regression and model validation for mixed regressors |
| title_exact_search | Multiple nonparametric regression and model validation for mixed regressors |
| title_full | Multiple nonparametric regression and model validation for mixed regressors Joachim Schnurbus |
| title_fullStr | Multiple nonparametric regression and model validation for mixed regressors Joachim Schnurbus |
| title_full_unstemmed | Multiple nonparametric regression and model validation for mixed regressors Joachim Schnurbus |
| title_short | Multiple nonparametric regression and model validation for mixed regressors |
| title_sort | multiple nonparametric regression and model validation for mixed regressors |
| topic | Nichtparametrische Regression (DE-588)4745075-7 gnd Validierung (DE-588)4187357-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Multiple Regression (DE-588)4170720-5 gnd |
| topic_facet | Nichtparametrische Regression Validierung Ökonometrisches Modell Multiple Regression Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024371757&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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