Accession Number:

ADP007203

Title:

Experimenting with Semi-Parametric Regression Models and Estimation in 'Arizona',

Personal Author(s):

Corporate Author:

BELL COMMUNICATIONS RESEARCH INC MORRISTOWN NJ

Report Date:

1992-01-01

Abstract:

This paper describes how a flexible object-oriented programming environment can greatly enhance possibilities for interactive model building and for the choice, analysis, and estimation of models. In our case we want to model y fx with the non-orthodox requirement that f have as few inflection points as necessary but f is otherwise unconstrained nonparametric. One possibility is to express f as f x -x - w1 ... x wj exp hf x, and model hf as linear spline. There are many ways of dealing with a penalty to be added to the log-likelihood, and of estimating the different groups of parameters. Using the object-oriented CLOS-based ARIZONA environment, these different possibilities are quite easy to investigate.

Supplementary Note:

This article is from 'Computing Science and Statistics: Proceedings of the Symposium on Interface Critical Applications of Scientific Computing (23rd): Biology, Engineering, Medicine, Speech Held in Seattle, Washington on 21-24 April 1991,' AD-A252 938, p509-512.

Pages:

0008

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File Size:

0.00MB

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