Experimenting with Semi-Parametric Regression Models and Estimation in 'Arizona',

Abstract

This paper describes how a flexible object-oriented programming environment can greatly enhance possibilities for interactive model building and for the choice, analysis, and estimation of models. In our case we want to model y = f(x) with the non-orthodox requirement that f have as few inflection points as necessary but f is otherwise unconstrained (nonparametric). One possibility is to express f as f (x) = +/-(x - w1) ... (x wj) exp hf (x), and model hf as linear spline. There are many ways of dealing with a penalty to be added to the log-likelihood, and of estimating the different groups of parameters. Using the object-oriented CLOS-based ARIZONA environment, these different possibilities are quite easy to investigate.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1992
Accession Number
ADP007203

Entities

People

  • Martin B. Maechler

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Computer Science
  • Computing-Related Activities
  • Data Science
  • Engineering
  • Environment
  • Information Science
  • Network Science
  • Object Oriented Programming
  • Statistics
  • Theoretical Computer Science

Readers

  • Computational Modeling and Simulation
  • Software Engineering.
  • Statistical inference.