Physical Sciences and Mathematics Commons^™

A Graphical Analysis Of Simultaneously Choosing The Bandwidth And Mixing Parameter For Semiparametric Regression Techniques, Derick L. Rivers

Theses and Dissertations

There has been extensive research done in the area of Semiparametric Regression. These techniques deliver substantial improvements over previously developed methods, such as Ordinary Least Squares and Kernel Regression. Two of these hybrid techniques: Model Robust Regression 1 (MRR1) and Model Robust Regression 2 (MRR2) require the choice of an appropriate bandwidth for smoothing and a mixing parameter that allows a portion of a nonparametric fit to be used in fitting a model that may be misspecifed by other regression methods. The current method of choosing the bandwidth and mixing parameter does not guarantee the optimal choices in either case. …