R material for "Nonparametric and
Semiparametric
Models"
In the following you find some R
script files for:
- Textbook: Härdle,
W., Müller, M.,
Sperlich,
S., Werwatz, A. (2004): Nonparametric
and
Semiparametric
Models. Springer Series in Statistics,
Springer-Verlag. (HTML
version)
- Talk: Exploring Data with Non- and
Semiparametric Models. ICOTS 8,
Ljubljana, July 2010. (PDF)
In some cases the script file
names are identical to the original XploRe file names used in the
textbook. In these cases, the implemented functionality is nearly
equivalent. In all other cases, the implemented functionality is mostly
similar but not equivalent to the
original XploRe files.
Note: The data sets stockres.txt, buffa.txt, fes76.txt, bostonh.txt can be found at MD*Base (see http://sfb649.wiwi.hu-berlin.de/fedc/database_new/useDB.php?id=29), where you can also find a
description of the data file contents.
scripts
- Chapter 1: Introduction
- Chapter 2: Histogram
- Chapter 3: Nonparametric Density
Estimation
- Chapter 4: Nonparametric Regression
- Chapter 5: Semiparametric and
Generalized Regression Models
- Chapter 6: Single Index Models
- Chapter 7: Generalized Partial Linear
Models
- Chapter 8: Additive Models and
Marginal Effects
- Chapter 9:
Generalized Additive Models
package KernGPLM (under development)
Note: Until
now, the
KernGPLM package is not required for the R scripts above, however this
is to be changed in the future (hopefully :-)).
Marlene Müller,
July 2010