Comparison of Nonparametric Methods for Estimating Varying Coefficients Model via Robust Regression Spline
DOI:
https://doi.org/10.31272/jae.i143.1192Keywords:
Varying Coefficient Models (VCM), Regression Spline Method (RS), M-estimate Method, S-estimate Method, MM-estimate MothedAbstract
In this research, the robust non-parametric method was used to estimate the Varying Coefficient Models (VCM) and then to compare the results on the experimental side. It is reported that there is a convergence of the method (Rs-MM, Rs-M) with a slight superiority of the method (RS-MM) because it has the lowest average (MSE). in 27 out of 36 experiments in the case of sample sizes and at different contrast levels.
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