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| Author: | Rust, R. T. |
| Title: | Flexible regression. |
| Journal: | Journal of Marketing Research
1988 : FEB, VOL. 25:1, p. 10-24 |
| Index terms: | MARKETING RESEARCH |
| Language: | eng |
| Abstract: | Flexible regression is described as a new method for performing a nonparametric multiple regression while relaxing several of the standard assumptions of regression. The assumptions of linearity, normal errors, and homoskedasticity are discussed. The approach is based on nonparametric density estimation. The synergistic and less parametrically constrained nature of the method is highlighted. Asymptotic properties of estimators are explored. A necessary condition for rejection of a significance test is provided. The advantages of the method are illustrated with several examples. A comparison is presented with other methods. |
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