Spojrzenie na metody estymacji w modelach regresyjnych przez pryzmat programowania matematycznego
Mathematical programming perspective on estimation methods for regression models

Summary/Abstract: In the paper selected estimation methods (OLS, COLS and the PP method) for linear regression models are reminded. They are presented as appropriate mathematical programming assignments. Thus we treat them purely deterministic as optimization problems of operations research. Next, we present their less popular counterparts, which have recently been employed in nonparametric regression models. Numerical and identification problems connected with solving these assignments are discussed. In the empirical part of the paper we apply the nonparametric approach and present the results obtained for some real-world data.

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