The Smooth Backfitting Estimator (SBE) for additive models increases the estimation performances of the classical Backfitting Estimator. While for Backfitting many code has been proposed no usable programs for SBE are available. In this paper the packagesBF for Smooth Backfitting using the Nadaraya-Watson estimator is presented. Some simulations are provided in order to test the proposed program. The manual of package sBF, including its functions, is given at the end of the paper.
Arcagni, A., Bagnato, L. (2009). Smooth Backfitting with R [Working paper del dipartimento].
Smooth Backfitting with R
ARCAGNI, ALBERTO GIOVANNI;BAGNATO, LUCA
2009
Abstract
The Smooth Backfitting Estimator (SBE) for additive models increases the estimation performances of the classical Backfitting Estimator. While for Backfitting many code has been proposed no usable programs for SBE are available. In this paper the packagesBF for Smooth Backfitting using the Nadaraya-Watson estimator is presented. Some simulations are provided in order to test the proposed program. The manual of package sBF, including its functions, is given at the end of the paper.
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