How does this fit compare to the fit with a single term fit

Assignment Help Econometrics

Reference no: EM131044895

Suppose the same smoother S is used to estimate both terms in a two-term additive model (i.e., both variables are identical). Assume that S is symmetric with eigenvalues in [0, 1). Show that the backfitting residual converges to (I + S) -1 (I - S)y, and that the residual sum of squares converges upward. Can the residual sum of squares converge upward in less structured situations? How does this fit compare to the fit with a single term fit by S?

Reference no: EM131044895

Questions Cloud

Probability that at least one of cards : 5 cards are drawn from a standard deck without replacement. What is the probability that at least one of the cards drawn is a heart? Express your answer as a fraction or a decimal number rounded to four decimal places.

Measure of central tendency : QUESTION 1: To identify the point in a distribution at which 50% of scores fall above and 50% fall below a given score, which measure of central tendency would you report?

Discuss proposal planning and execution of a hcit project : Discuss the proposal, planning and execution of a HCIT project and the significance of these elements. Discuss the significance of proper planning in at least five project knowledge areas.

Find the schedule and cost variances for a project : Find the schedule and cost variances for a project that has an actual cost at month 16 of $540,000, a scheduled cost of $523,000, and an earned value of $535,000

How does this fit compare to the fit with a single term fit : Can the residual sum of squares converge upward in less structured situations? How does this fit compare to the fit with a single term fit by S?

What makes the poorly written job descriptions weak : What makes the poorly written job descriptions weak? What makes the better job descriptions more effective? Respond to each question with a minimum of 250 words.

Proportion of commute distances in the sample : Based on the histogram, find the proportion of commute distances in the sample that are at least 16 miles. Write your answer as a decimal, and do not round your answer.

Recorded a total deferred tax asset : Cinnamon, Inc. recorded a total deferred tax asset in 2007 of $12,301, off set by a $12,301 valuation allowance. Cinnamon most likely: A. fully utilized the deferred tax asset in 2007.

Annual budget for a certain company : The pie chart below shows how the annual budget for a certain company is divided by department. If the total budget is 125,000,000, what amount is budgeted for Support, Sales, and Media combined?

User Account

All Pages