Local regression: Difference between revisions

Revision as of 09:19, 12 February 2025

Revision as of 09:50, 12 February 2025

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==Model definition==

Local regression uses a [[data set]] consistiingconsisting of observations one or more `independent' or `predictor' variables, and a `dependent' or `response' variable. The dataset will consist of a number <math>n</math> observations. The observations of the predictor variable can be denoted <math>x_1,\ldots,x_n</math>, and corresponding observations of the response variable by <math>Y_1,\ldots,Y_n</math>.

For ease of presentation, the development below assumes a single predictor variable; the extension to multiple predictors (when the <math>x_i</math> are vectors) is conceptually straightforward. A functional relationship between the predictor and response variables is assumed: