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.
- 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 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 :-)).
Marlene
Müller, April 2016