JSM 2004 - Toronto

Abstract #301556

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page
Activity Number: 268
Type: Topic Contributed
Date/Time: Tuesday, August 10, 2004 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #301556
Title: Nonparametric Coefficient of Determination
Author(s): Li-Shan Huang*+
Companies: University of Rochester
Address: Dept. of Biostatistics, URMC, Rochester, NY, 14642,
Keywords: local linear regression ; nonparametric regression ; coefficient of determination ; R-squared ; degree of freedom
Abstract:

A new nonparametric coefficient of determination (R-squared) is proposed for local linear regression. It aims to measure the proportion of variation of a response explained by a nonparametric curve fitted by local linear regression for a given bandwidth. An adjusted nonparametric R-squared is also presented by adjusting the sums of squares with the corresponding degree of freedom. Asymptotic results are given as a theoretical basis for the new nonparametric R-squared. We examine practical performance of the new nonparametric R-squared via simulations, and compare with a correlation-based nonparametric R-squared studied by Doksum and Samarov (1995).

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004