Kernel Estimators for Univariate Binary Regression
单协变量二元回归的核估计量
We present a rather thorough investigation of the use of kernel-based nonparametric estimators of the binary regression function in the case of a single covariate. We consider various versions of Nadaraya–Watson and local linear estimators, some involving a single bandwidth and others involving two bandwidths. The locally linear logistic estimator proves to be a good single-bandwidth estimator, although the basic Nadaraya–Watson estimator also fares quite well. Two-bandwidth…