Comments on: Tues Apr 10

By: Thomas Kraynak

Thomas Kraynak — Tue, 10 Apr 2012 13:25:00 +0000

Can you go over how we get the kernel density estimate?

By: Rex Tien

Rex Tien — Tue, 10 Apr 2012 13:19:34 +0000

You mention that any type of PDF could be used as a kernel. Can you give an example of one where a non-normal kernel would be a better choice?

By: Noah

Noah — Tue, 10 Apr 2012 12:58:44 +0000

Is there a general rule for determining whether kernel or local polynomial regression will provide a better fit? Or is it something that just needs to be applied to the data and compared?

By: Scott Kennedy

Scott Kennedy — Tue, 10 Apr 2012 12:54:44 +0000

I don’t understand the notation in the generalized additive model. g is the link function, but I don’t recognize any variable that allows that link to happen.

By: Yijuan Du

Yijuan Du — Tue, 10 Apr 2012 12:27:28 +0000

Is there a prefernce on kernel regression or local polynomial regression under some situations? Could you go into more details of bandwidth selection?

By: Matt Bauman

Matt Bauman — Tue, 10 Apr 2012 12:22:34 +0000

Given the sensitivity of histograms to bin width and the apparent robustness (and prettiness) of kernel density estimators, I would think that I’d see them more often in place of histograms. Is there a reason why this method isn’t more commonly used?

By: Matt Panico

Matt Panico — Tue, 10 Apr 2012 05:47:59 +0000

Kernel regression does not seem to provide a simple equation for the fitted curve. Does this mean the weighted sum must be compiled every time we try to make a prediction based on the best-fit curve?

By: Jay Scott

Jay Scott — Tue, 10 Apr 2012 03:13:01 +0000

In 16.3.3, pp500-1, can you rephrase “if the weights wi(x) become concentrated near x”? What does it mean for a weight to be concentrated? Is this a peak in the pdf? An overlap between kernels if the h value is large enough?

By: Shubham Debnath

Shubham Debnath — Tue, 10 Apr 2012 02:34:53 +0000

Is selection of the bandwidth parameter (h) completely arbitrary then? Just trial and error until one is “just right”?

By: Sharlene Flesher

Sharlene Flesher — Tue, 10 Apr 2012 02:32:15 +0000

I thought the grid concept mentioned at the end of 16.4.2 was very interesting, but I didn’t fully understand it- can you give a visual of the grid and how you’d get the estimate from it?