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Browsing College of Science (COS) by Subject "0104 Statistics"

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    Parametric Versus Semi and Nonparametric Regression Models
    Mahmoud, Hamdy (Canadian Center of Science and Education, 2021-03-01)
    There are three common types of regression models: parametric, semiparametric and nonparametric regression. The model should be used to fit the real data depends on how much information is available about the form of the relationship between the response variable and explanatory variables, and the random error distribution that is assumed. Researchers need to be familiar with each modeling approach requirements. In this paper, differences between these models, common estimation methods, robust estimation, and applications are introduced. For parametric models, there are many known methods of estimation, such as least squares and maximum likelihood methods which are extensively studied but they require strong assumptions. On the other hand, nonparametric regression models are free of assumptions regarding the form of the response-explanatory variables relationships but estimation methods, such as kernel and spline smoothing are computationally expensive and smoothing parameters need to be obtained. For kernel smoothing there two common estimators: local constant and local linear smoothing methods. In terms of bias, especially at the boundaries of the data range, local linear is better than local constant estimator. Robust estimation methods for linear models are well studied, however the robust estimation methods in nonparametric regression methods are limited. A robust estimation method for the semiparametric and nonparametric regression models is introduced.