International Journal of Advanced Culture Technology

The International Promotion Agency of Culture Technology (국제문화기술진흥원)
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Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae (Automobile Insurance Team, Hanwha General Insurance) ;
  • Kang, Kee-Hoon (Department of Statistics, Hankuk University of Foreign Studies)
  • Received : 2022.01.25
  • Accepted : 2022.03.08
  • Published : 2022.03.31
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Abstract

We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

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Acknowledgement

This research was supported by Hankuk University of Foreign Studies Research Fund of 2021.

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