UBC Statistics Department




Ugrad's Home Page || N. Heckman's Home Page

Back to 526 home page || Nancy's teaching page

Tentative Outline || Course Work|| Prequisites|| Text/References

Statistics 526 Term 2 2002-3
Smoothing Methods in Regression
Course Information

INSTRUCTOR: Nancy Heckman
nancy@stat.ubc.ca
822-3595

TENTATIVE OUTLINE

Overview of smoothing:

- playing around in Splus, overfitting versus oversmoothing, "by eye" choice of smoothing parameter, effective number of parameters

Standard least squares (normal likelihood) methods:

- Kernel and local polynomial methods: definition, asymptotic bias and variance, optimal bandwidth, data driven choice of bandwidth (plug in versus cross-validation)
- Regression methods: B-splines
- Penalized methods: smoothing splines

Using other likelihoods with the above standard methods (this can cover quite a range - like all of parametric statistics!)

Additive models, semi-parametric models

Functional data analysis - brief overview

After this, topics will depend on people's interest. Possible topics:

- correlated data
- additive models
- shapes of curves
- .....

WORK FOR COURSE

There will be no exams.

Course work will be homework, project and presentations/discussions.
Project/presentation: each student will teach the class a topic preferrably related to the analysis of a data set. Presentation will be accompanied by written report.

TEXT/REFERENCES

There is no text for the course. I have some latexed class notes (currently under revision). We'll also use articles and parts of different books.

Here are some books on smoothing, with my comments. They are on 3 day reserve at UBC.

Bowman and Azzalini (1997) Applied smoothing techniques for data analysis : the kernel approach with S-Plus illustrations (missing, have requested replacement)

Eubank, R. (1988). Spline Smoothing and Nonparametric Regressions.

Fan, Jianqing and Gijbels (1996). Local polynomial modelling and its applications.

Green, P.J. and B.W. Silverman (1994). Nonparametric Regression and Generalized Linear Models. This book covers penalized likelihood methods.

Hardle, W. (1990). Applied Nonparametric Regression.

Hastie, T. and R. Tibshirani (1990). Generalized Additive Models. Chapters 1 - 3 give a nice summary of smoothing methods and ideas.

Ramsay and Silverman (1997). Functional Data Analysis. Not on reserve yet.

Ramsay and Silverman (2002). Applied Functional Data Analysis: Methods and Case Studies. On order.

Simonoff, J. (1996). Smoothing methods in statistics. Nice overview, not very theoretical, pretty practical.

Wand, M. and C. Jones (1995). Kernel Smoothing. Mainly local polynomical methods.

Contact Information Link Image