Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the average squared error (ASE) of the local-linear regression estimator for various spans between...


Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the average squared error (ASE) of the local-linear regression estimator for various spans between s = 0:05 and s = 0:95, drawing a graph of ASE(s) versus s. What span produces the smallest ASE? Does this confirm your visual selection of the span of the local-linear estimator in Exercise 18.3?



May 22, 2022
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