On the use of nonparametric regression techniques for fitting parametric regression models

Michael G. Akritas

Research output: Contribution to journalArticlepeer-review

26 Scopus citations


A new method for fitting parametric regression models is proposed. It consists of applying the least squares (LS) principle on the pairs (x(i), m(x(i))), i = 1,..., n, where X denotes the explanatory variable and m(x) is a location estimate of the conditional distribution of the response variable Y given that X = x. Consistency and asymptotic normality of the estimators are established under general conditions. These conditions are shown to be satisfied when the data are incomplete due to random censoring or truncation. Usable expressions for the asymptotic variance covariance matrix of the parameters are provided in these incomplete data cases. As an extra bonus, this regression method allows the use of ordinary residual plots as a data- analytic aide. This is illustrated on two real data sets. A simulation study examines the small sample behavior of the estimators and their estimated asymptotic variance. Extension of the method to more complicated models is discussed.

Original languageEnglish (US)
Pages (from-to)1342-1362
Number of pages21
Issue number4
StatePublished - Dec 1996

All Science Journal Classification (ASJC) codes

  • General Immunology and Microbiology
  • Applied Mathematics
  • General Biochemistry, Genetics and Molecular Biology
  • General Agricultural and Biological Sciences
  • Statistics and Probability


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