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Regression III: Extending Linear Regression

Regression III: Extending Linear Regression

陈傲天
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Weighted least squares. Heteroskedasticity: variance is not the same everywhere. Going to consult the oracle. Weighted least squares as a solution to heteroskedasticity. Nonparametric estimation of the variance function. Local polynomial regression: local constants = kernel regression, local linear regression, higher-order local polynomials. Lowess = locally-linear smoothing for scatter plots. The oracles fall silent.
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