COMPUTER-ASSISTED CHOICE OF SMOOTHING PARAMETER IN KERNEL METHODS APPLIED IN ECONOMIC ANALYSES
COMPUTER-ASSISTED CHOICE OF SMOOTHING PARAMETER IN KERNEL METHODS APPLIED IN ECONOMIC ANALYSES
Author(s): Aleksandra BaszczyńskaSubject(s): Economy, Methodology and research technology, ICT Information and Communications Technologies
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: kernel method; smoothing parameter; Silverman’s practical rule; SiZer map;
Summary/Abstract: In the kernel method, it is necessary to determine the value of the smoothing parameter. Not without significance is the fact of using the objectivity in the selection of this parameter and a certain automation of the selection procedure, which is important especially for novice users of kernel methods in the process of statistical inference. In the paper some methods of choice of the smoothing parameter are presented with the results of the simulation study that indicate these methods of selecting the smoothing parameter as handy tool when kernel methods are used in economic analyses.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XV/2014
- Issue No: 2
- Page Range: 37-46
- Page Count: 10
- Language: English
