Nonparametric Kernel regression

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Пікірлер: 36

@dmaslach 6 жыл бұрын

Awesome Possum! I love the tip about binscatter in Stata. I was using twoway scatter with lpoly. This appears much better.

@superpronker 6 жыл бұрын

Great to hear that! Once you go binscatter, it's kind of hard to go back... such a powerful yet simple tool (means in bins - what's not to love?)

@dmaslach 6 жыл бұрын

Yup. The only I would like is confidence intervals and the ability to do multiple overlay data plots. Maybe the developers will add this in the future. :-)

@superpronker 6 жыл бұрын

@@dmaslach I agree completely! If it becomes more widely used, eventually they probably will...

@avinashboppudi 7 жыл бұрын

Excellent video sir, help me understand this topic easily

@pranjalchaubey 2 жыл бұрын

Watching this in 2022......brilliant explanation!

@michaelhoffman1125 3 жыл бұрын

I believe the binned scatterplot you show is more akin to k-nearest neighbor regression, since each bin has a variable width and contains a fixed number of observations. For kernel regression the bins should have a fixed width with a variable number of observations.

@AndersMunkNielsen 3 жыл бұрын

Good point about nearest KNN, I had not thought of it like that. I guess the KNN encourages you to think of the estimator as a function you can evaluate anywhere you want to, whereas the idea behind the binned scatterplot is that you only ever evaluate it at the centroids of the bins. In that sense, you could think of the binscatter as a special case of the KNN.

@samm8479 5 жыл бұрын

Can you please publish the data you used? I like to try it out. Thanks for excellent explanation.

@Tabu11211 3 жыл бұрын

I have a smooth brain. What are some good keywords for me to get started learning in a direction to learn this?

@technicalilm8999 6 жыл бұрын

excellent video

@JMRG2992 3 жыл бұрын

Is it possible to use Kernel regression to the multivariate framework jointly? From what I can see in R (rather than stata) it only presents the bivariate case.

@suhailwali869 5 жыл бұрын

Beauty of simplicity!! Very well Explained. Thanks.

@tomarkhelpalma138 3 жыл бұрын

Thank you Sir Anders! I wonder if you have an available Rcode for NAdaraya Watson Estimator.

@superpronker 3 жыл бұрын

Unfortunately not, just in Matlab for this video.

@genderenquirer7095 3 жыл бұрын

Is there a unique slope in kernel regression?

@darkswordsmith Жыл бұрын

This is very similar to savitzky golay filter, no?

@superpronker Жыл бұрын

I'm not familiar with the filter but from a quick wiki look they look similar, but with a kernel that puts zero weights on data points further away than some distance. There's some relation to N-W with an Epanechnikov (triangle) kernel.

@blacklabelmansociety 4 жыл бұрын

Great content.

@ravigs1988 7 жыл бұрын

Hi Anders, Can we fit non-parametric regression for a non-linear data? And also can you please come up with videos on use of splines?

@superpronker 7 жыл бұрын

Hi Ravi, I'm a bit overburdened right now but maybe I can do the spline video in the future. In the meantime, I recommend looking in Cameron & Trivedi's book. I don't think I understand what you mean by non-linear data? The non-parametric regression is appropriate when the true "regression function" (or, conditional mean function) is non-linear.