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008			240322b |||||||| |||| 00| 0 eng d
022			_a02664666
040			_aMSU _bEnglish _cMSU _erda
050	0	0	_aHB139.T52 ECO
100	1		_aOuyang, Desheng _eauthor
245	1	0	_aNonparametric estimation of regression functions with discrete regressors _ccreated by Desheng Ouyang, Qi Li and Jeffrey S. Racine
264	1		_aCambridge: _bCambridge University Press, _c2009.
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
440			_aEconometric theory _vVolume 25, number 1
520	3		_aWe consider the problem of estimating a nonparametric regression model containing categorical regressors only. We investigate the theoretical properties of least squares cross-validated smoothing parameter selection, establish the rate of convergence (to zero) of the smoothing parameters for relevant regressors, and show that there is a high probability that the smoothing parameters for irrelevant regressors converge to their upper bound values, thereby automatically smoothing out the irrelevant regressors. A small-scale simulation study shows that the proposed cross-validation-based estimator performs well in finite-sample settings.
650			_aRegression analysis _vNonparametric statistics _xEstimation theory
700	1		_aLi, Qi _eco author
856			_uhttps://doi.org/10.1017/S0266466608090014
942			_2lcc _cJA
999			_c164487 _d164487