Additive model: Difference between revisions

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m Robot - Speedily moving category Non-parametric regression to Category:Nonparametric regression per CFDS.
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: <math>Y= \beta_0+\sum_{j=1}^p f_j(X_{j})+\varepsilon </math>
Where <math>E[ \epsilon ] = 0</math>, <math>Var(\epsilon) = \sigma^2</math> and <math>E[ f_j(X_{j}) ] = 0</math>. The functions <math>f_j(x_{ij})</math> are unknown [[Smooth function|smooth functions]] fit from the data. Fitting the ''AM'' (i.e. the functions <math>f_j(x_{ij})</math>) can be done using the [[backfitting algorithm]] proposed by Andreas Buja, [[Trevor Hastie]] and [[Robert Tibshirani]] (1989).
 
==See also==