*Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the...
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*Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the average squared error (ASE) of the local-linear regression estimator for various spans between s ¼ 0:05 and s ¼ 0:95, drawing a graph of ASEðsÞ versus s. What span produces the smallest ASE? Does this confirm your visual selection of the span of the local-linear estimator in Exercise 18.3?
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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