Abstract: The Conditional Expectation Function (CEF) is an optimal estimator in real space. Artificial Neural Networks (ANN), as the current state-of-the-art method, lack interpretability. Estimating ...

y <- (x-3)^3 + 3*x - .25*(x^2 * (x-3)) + rnorm(n=10000, mean=0, sd=3) dat <- data.frame(x = x, y = y) One of our most fundamental goals as data scientists is to produce predictions that are *good*. In ...

Log-normal linear regression models are popular in many fields of research. Bayesian estimation of the conditional mean of the dependent variable is problematic as many choices of the prior for the ...

Quantile regression as an alternative to modeling the conditional mean function provides a comprehensive picture of the relationship between a response and covariates. It is particularly attractive in ...

This is a preview. Log in through your library . Abstract For a simplified structural equation/IV regression model with one right-side endogenous variable, we derive the exact conditional distribution ...