Abstract #301459


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JSM 2002 Abstract #301459
Activity Number: 108
Type: Contributed
Date/Time: Monday, August 12, 2002 : 10:30 AM to 12:20 PM
Sponsor: WNAR
Abstract - #301459
Title: Binary Regression Using Local Polynomial Nonparametric Methods
Author(s): Kathryn Prewitt*+
Affiliation(s): Arizona State University
Address: P.O. Box 871804, Tempe, Arizona, 85287-1804, USA
Keywords: nonparametric regression ; binary regression ; local linear
Abstract:

We consider the regression problem where Y is binary and the covariate X is continuous. We compare the asymptotic mean square error of two nonparametric methods: local linear and local likelihood with the logit transform. While neither estimator is best all the time, the local linear performs quite well under a wide range of conditions as long as the bandwidth selection method excludes estimates which are outside of [0,1]. We provide the bandwidth selection method, compare it to some existing methods, and, if time permits, examine a real data example.


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