Investigating Smooth Multiple Regression by the Method of Average Derivatives
Investigating Smooth Multiple Regression by the Method of Average Derivatives
Let (X '<i,V^t ie a random variable where y denotes a response on the 1 K vector X of predictor variables.In this paper we propose a technique (termed ADE) for studying the mean response m(x)=E(y|x) through the estimation of the k-vector of average derivatives 5=E(m').The ADE procedure involves two stages: …