This paper presents a practical procedure for performing non-parametric bivariate regression analysis. The procedure applies the Nadaraya-Watson local linear kernel estimator with associated bootstrap variability bands whenever the pseudo-likelihood ratio test rejects the linear regression model hypothesis. Two case studies and simulations are used to demonstrate the proposed technique. Calculations have been performed using the shareware R software.
Bivariate non-parametric regression models: simulations and applications: Research Articles
DURIO, Alessandra;ISAIA, Ennio Davide
2004-01-01
Abstract
This paper presents a practical procedure for performing non-parametric bivariate regression analysis. The procedure applies the Nadaraya-Watson local linear kernel estimator with associated bootstrap variability bands whenever the pseudo-likelihood ratio test rejects the linear regression model hypothesis. Two case studies and simulations are used to demonstrate the proposed technique. Calculations have been performed using the shareware R software.
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