material for "Nonparametric and Semiparametric Models"
In the following you find some R
script files for:
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.
- Textbook: Härdle, W.,
Müller, M., Sperlich, S., Werwatz, A. (2004): Nonparametric
and Semiparametric Models. Springer Series in
- Talk: Exploring Data with Non- and
Semiparametric Models. ICOTS
8, Ljubljana, July 2010. (PDF)
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.
- Chapter 1: Introduction
- Chapter 2: Histogram
- Chapter 3: Nonparametric Density
- Chapter 4: Nonparametric Regression
- Chapter 5: Semiparametric and
Generalized Regression Models
- Chapter 6: Single Index Models
- Chapter 7: Generalized Partial
- Chapter 8: Additive Models and
- Chapter 9: Generalized Additive Models
package gplm (under development)
Note: The package has
been renamed to gplm (the former name was KernGPLM). Until now, the gplm package
is not required for the R scripts above, however this is to be
changed in the future (hopefully :-)).
Müller, April 2016