Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

Home Page
Programme
Papers
Presenters
 
Contact Us
Search this CD-ROM for: View the Latest Programme Information

A COMPARISON OF DIFFERENT NONPARAMETRIC METHODS FOR INFERENCE ON ADDITIVE MODELS


Category: Econometrics
SEMI- AND NON-PARAMETRIC METHODS II
Monday 26th August 2002, 09:30 - 11:00, Room: 1.1
Session Chair(s): João Nicolau, Universidade Técnica Lisboa - ISEG, PORTUGAL

Presenter(s): Sperlich, Stefan

Co-Author(s): none

Keyword(s): additive models, marginal integration, test of additivity

JEL(s): C13, C14, C52

Abstract:

We highlight the main differences of available methods for the analysis of regression functions that are probably additive. First, definition and interpretation of most common estimators are discussed explaining the different ideas of modeling and what the procedures do to the data. Computational aspects are considered and simulations performed. Second, various statistics for testing additivity are introduced, accomplished with asymptotic theory, and finally compared. Again, detailed simulation studies are provided. A main focus is directed on the reliability of the methods. We found that the most striking differences lie in the different pre-smoothers that are used, but less in the construction each test.


View Paper

View PDF File

Filesize: 391 kb
Find this file in the
\Papers\240\
folder of this CD-ROM.

Latest Details
View this paper in the
online Programme

Customise
Customise your Event Programme to include your favourite papers, and email details of papers to friends and colleagues with the
online Programme


Paper Reference Number: 240

TOP OF PAGE
HOME
Econometric Society
57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

WebMeets.com Event Management LLP
Congress Home Page: http://www.eea-esem2002.it/
Programme Home Page: http://www.eea-esem.com/EEA-ESEM/ESEM2002/Prog/
Programme and CD generated with WebMeets.com Programme Management Software
Congress Programme Organized by FEEM

This page was created on Tuesday, 9th July 2002 at 19:22 GMT.