JANUARY 12

Overview of major smoothing methods

Handout on smoothing methods

plus ....

JANUARY 19

Nadaraya-Watson estimate: definition, asymptotic bias and variance

Lab: playing with the Splus's ksmooth, to understand bias

JANUARY 26

More Nadaraya-Watson estimation: asymptotic bias, variance

Kernels of different orders

Estimating derivatives

Handout: my Splus function myksmooth, using kernel of order 4

Lab: homework discussion

FEBRUARY 2

Choosing the smoothing parameter: by eye, effective number of parameters, plug in (first and second generation), cross-validation

Lab: estimating derivatives, growth curve data

Handouts: Number of parameters, Plug in choice of h, Derivatives of growth data

Write-up (not distributed in class) Choosing Smoothing Parameter

FEBRUARY 9

Choosing the smoothing parameter: cross-validation

Discussion of beluga whale data

FEBRUARY 23

Simulation results: comparing bandwidth choice - but dated February 9. handout, longer version

Local linear methods: short handout, which was distributed, and long write-up, which wasn't distributed.

MARCH 2

Loess/locpoly

Multiple Regression Kernel Methods

Generalized Additive Models

Generalized Additive Models: Splus

MARCH 9

Hatmatrix for 2-D loess, bivariate gam (not distributed)

Generalized Additive Models continued Parametric Model Fitting tex write-up (not distributed)

Model Fitting in Gam

MARCH 16

General Linear Models, Iteratively Reweighted Least Squares

Discussion of data sets: please find a data set and use gam to decide on an appropriate model.

MARCH 23

More General Linear Models and General Additive Models, with information in the write-up, and Splus examples.

MARCH 30

Least squares regression and Bspline regression.

Smoothing Splines and Penalized Likelihood.

Smoothing spline examples in Splus.

Wan-lin's presentation on bootstrapping

APRIL 6

More smoothing splines

Peter's neat basis functions, with standard errors for estimates now available!

WED APRIL 21 1-4 pm

Presentations by Huiying, Isabella and Sijin