Local Bandwidths for Improving Performance Statistics of Model-Robust Regression 2

Abstract

Model-Robust Regression 2 (MRR2) method is a semi-parametric regression approach that combines parametric and nonparametric fits. The bandwidth controls the smoothness of the nonparametric portion. We present a methodology for deriving data-driven local bandwidth that enhances the performance of MRR2 method for fitting curves to data generated from designed experiments.