Chapter 3 | Additive Regression Models

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In: Multiple and Generalized Nonparametric Regression

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Additive Regression Models

In unrestricted nonparametric multiple regression, we model the conditional average value of y as a general, smooth function of several x's,

In linear regression analysis, in contrast, the average value of the response variable is modeled as a linear function of the predictors,

Like the linear model, the additive regression model ...

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