DMtutorial1 - surements were made after these treatments....

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Tutorial 2 1. Suppose we have observations ( X i ,Y i ) sorted according to X : ..., (0.5, 1.2), (0.6, 1.4), (0.7, 1.5), (0.8, 1.7), (0.9, 1.5), (1.0, 2), (1.1, 2.2), (1.2, 1.6), (1.3, 1.7), (1.4, 1.9), (1.5, 1.7), . ... If we use Epanechnikov kernel with bandwidth h = 0 . 3. (a) Estimate the density function of X at X = 1 . 0 (b) Estimate the regression function value m (1 . 0) in model Y = m ( X ) + ε 2. Consider the regression Y i = m ( X i ) + ε i . we need to estimate the regression function m ( x ) at a given point x . Let a = m ( x ). Then the kernel estimator is the minimizer of a to the following problem n - 1 n X i =1 { Y i - a } 2 K h ( X i - x ) Prove it. 3. A retrospective sample of males in a heart-disease high-risk region of the Western Cape, South Africa. There are roughly two controls per case of CHD. Many of the CHD positive men have undergone blood pressure reduction treatment and other programs to reduce their risk factors after their CHD event. In some cases the mea-
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: surements were made after these treatments. These data are taken from a larger dataset, described in Rousseauw et al, 1983, South African Medical Journal. Depen-dent variables are sbp: systolic blood pressure; tobacco: cumulative tobacco (kg); ldl: low densiity lipoprotein cholesterol; adiposity; famhist: family history of heart dis-ease (1:Present, 0:Absent); typea: type-A behavior; obesity; alcohol: current alcohol consumption; age: age at onset. Dependent variable chd: response, coronary heart disease. (data) Use kernel smoothing method to estimate the functional regression relation between the (continuous) dependent variables and the response (dependent variables). What is your choices of bandwidth for the calculations by observing the estimated curves. 1...
View Full Document

Ask a homework question - tutors are online