Lecture7 Slide - The Department of Statistics and Applied Probability ...
Lecture7 Slide - The Department of Statistics and Applied Probability ...
Lecture7 Slide - The Department of Statistics and Applied Probability ...
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18<br />
Multivariate local linear estimation<br />
• <strong>The</strong> error decomposition for ˆm (x) is<br />
ˆm (x) − m (x) = e T 0<br />
(<br />
X T WX ) −1<br />
X T We+<br />
e T 0<br />
(<br />
X T WX ) −1<br />
X T Wm−m (x) e T 0<br />
(<br />
X T WX ) −1<br />
X T WXe 0<br />
−e T 0<br />
(<br />
X T WX ) −1<br />
X T W<br />
d∑<br />
α=1<br />
∂m<br />
∂x α<br />
(x) Xe α<br />
ST5207 Nonparametric Regression, 10th March 2005
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