A Method of Estimating the Average Derivative

Preprint

preprint

Published in RePEc

Abstract

This work describes a method of estimating the Average Derivative [ delta ]= E(m') (where 'm' is the regression function). The method unlike Hardie-Stoker (JASA, 1989) method, uses local linear regression, and is a "direct" estimate of [ delta ]. Some large sample properties have been obtained, and the two methods have been compared using simulation studies.

Keywords

REGRESSION FUNCTION
AVERAGE DERIVATIVE
LINEAR REGRESSION
HARDIE STOKER
LOCAL LINEAR
PROPERTIES
DELTA
JASA

All Related Versions

Version 1, RePEc

This publication has 0 references indexed in Scilit: