Look up: Nadaraya-Watson estimator


  1. Nadaraya-Watson estimator
    Used to estimate regression functions based on data {Xi, Yi}. See the equation in the middle of Hardle's page 25. The equation produces an estimate for Y at any requested value of X (not only the values of X in the source data), using as input (1) the data set {Xi, Y...
    Found op http://www.econterms.com/glossary.cgi?query=Nadaraya-Watson+estimator

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