The project can be based on either nonparametric density estimation or nonparametric regression

The goal of the course project is to find a dataset (ideally, one that is of interest to
you) and analyze it using one (or more) of the nonparametric methods we have
discussed in the course.
Project Topic
The project can be based on either nonparametric density estimation or
nonparametric regression. Below I give some examples of the types of analysis that
would make a good project.
However, it is important that the methods used are appropriate for the data; in
particular, you do not necessarily need to include all of the components I describe.
1. Nonparametric density estimation
Projects based on density estimation typically fall into one of three categories:
• estimation of the density of a random variable together with investigation of
the properties of the estimate and/or a comparison to a “standard” density for
the data
• a comparison of the density functions of a random variable for two groups
• the use of density estimation for classification.
Note that some projects might combine features of more than one of these
categories, if appropriate for the data. In all cases, the distribution of the “response”
variable should be continuous, in the sense that it is appropriate to model it as a
continuous random variable with an unknown density function.
Further details are given below.
Estimation of a density
Your data should consist of independent observations of a random variable Y such
that the density function p(·) of Y is of interest. The analysis might include the
following components.
• An estimate of p(·) with a discussion of the selection of the smoothing
parameter
• A summary of the properties of ˆp(·), possibly including quantities obtained by
numerical integration
• A comparison of ˆp(·) to a standard density based on a test of the hypothesis
p = p0for a given value of p0. The standard density should be one that is
interesting in the context of the data, e.g., a normal distribution for
measurement data or an exponential distribution for
failure data.
Comparison of two groups
The goal for this option is to compare the densities of a response variable for two
groups and to use the value of the response to predict the group to which the
response belongs.
Your data should consist of a response variable Y for a set of “subjects”, each of
which belongs to one of two groups, which can assumed to be known, in the sense
that there is no uncertainty regarding the group to which a subject belongs. The
analysis might include the following components.
• Estimate the density function of Y for each of the two groups (call them group
1 and group 2)
• Summarize informally the differences between the two estimates
• Test of the hypothesis that the true density functions for the two groups are
identical.
• If the densities appear to be different, test the hypothesis that the shapes of
the true density function for the two groups are identical (if appropriate)
• Summarize the comparison of the two densities in the context of the data.
Classification
The goal for this option is to compare the densities of a response variable for two
groups and to use the value of the response to predict the group to which the
response belongs. The data can be either univariate or bivariate.
• Estimate the density function of the response for each of the two groups (call
them group 1 and group 2).
• Compare the estimates and, for univariate data, test the hypothesis that the
true density functions for the two groups are identical.
• Suppose that, on the basis of an observation Y = y, we wish to predict the
group to which the observation belongs. Estimate the conditional probability
that an observation is from group 1 given that Y = y, as a function of y and
plot the results.
• Interpret the results in the context of the data. One way to do this is to give
the estimates of this conditional probability for a few values of y.
2. Nonparametric regression
Projects based on nonparametric regression typically fall into one of two
categories:
• Estimate a nonparametric regression to a response variable and a predictor
variable and use that estimate to summarize the relationship between the
variables. Both variables should be continuous.
• Estimate the parameters of a semiparametric regression model relating a
continuous response variable to a continuous “nonparametric” predictor and
a ”parametric” predictor which does not need to be continuous. We will
discuss semiparametric regression models in Week 8 of the course.
Further details follow.
Estimation of a nonparametric regression function
Your data should consist of observations on a response variable Y and a
predictor variable X; of interest is the regression function m(·) given by m(x) =
E(Y |X = x). The analysis might include the following components.
o Use kernel estimation to estimate m(·); include a discussion of the
selection of the smoothing parameter
o Summarize of the properties of mˆ (·) in the context of the data; this
might include providing estimates of m(x) for meaningful values of x
o Find the degrees-of-freedom corresponding to the estimate mˆ(·) and
estimate σ, the error standard deviation.
o Test the hypothesis that m(·) is constant (i.e., there is “no effect”) or
that m(x) is linear in x (or both), if appropriate for the data.
o Compare the estimate mˆ (·) to the estimate that would be obtained
using a polynomial regression model, if a low-degree polynomial
regression model might be appropriate for the data.
o Summarize any conclusions regarding the relationship between Y and
X that result from the nonparametric regression analysis. Any such
conclusions should be discussed in the context of the data.
Semiparametric regression
The goal for this option is to analyze data using a semiparametric regression
model.
Your data should consist of a continuous response variable Y along with a
two predictors: Z, which is continuous, and X which can be continuous,
discrete, or categorical. The relationship between Y and X will be modeled
parametrically; hence, this relationship should be approximately linear (unless
X is categorical). The relationship between Y and Z will be modeled
nonparametrically.
o Estimate the regression function m(z) = E(Y |Z = z) using a local linear
kernel estimate.
o Find the degrees-of-freedom of your estimate and estimate the error
variance.
o Test the hypothesis that m(·) is a linear function.
o Estimate the parameters of the semiparametric regression model
Y =βX+m(Z)+ε. Provide an estimate of β along with its standard error.
o Interpret the results in the context of the data.
Data
You will need to find the data to use in your analysis. If possible, your data
should address a question that you find interesting.
The only requirement is that the data include a sufficient number of
observations for non- parametric estimation to be reasonably accurate. For
the density estimation option, there should be at least 25 observations in each
group; for the regression option, there should be at least 25 observations. In
both cases, larger sample sizes are preferable.
For the density estimation option, most datasets that have been collected for
the purpose of comparing two groups will be appropriate.
For the regression option, many datasets used to measure the effect of one
predictor variable, while controlling for another (e.g., analysis of covariance),
will be appropriate. Nonparametric methods are most useful when the
relationship between Y and Z is nonlinear; however, it is fine if for your data
the relationship is approximately linear.
Your data can be data that you have collected, perhaps for some other
purpose or as part of another analysis or another course; alternatively, there
are a number of sources where you can look for data that are of interest to
you. These include
• https://vincentarelbundock.github.io/Rdatasets/datasets.html contains a list of
the datasets that are available in a wide range of R packges.
• https://archive.ics.uci.edu/ml/datasets.html, the University of California, Irvine
Ma- chine Learning Repository.
• http://lib.stat.cmu.edu/datasets/, Statlib.
• For those interested in sports, the websites https://www.baseballreference.com/, https: //www.pro-football-reference.com/,
https://www.basketball-reference.com/, and https: //www.hockeyreference.com/ contain extensive data on the players and teams of the respective sports.
Your Report
Summarize your results in a brief report. It should include
• A description of the data you used, along with its source; if you have collected
the data yourself, include a description of how the data were obtained
• The goals of the analysis, stated in the context of the data. For instance, if
you are estimating a nonparametric regression function relating blood
pressure to heart rate (for example), you should state the goal in terms of
what you hope to learn about blood pressure and heart rate.
• A summary of the results and a brief description of your analysis. It’s fine to
present some R output to support a statement in that description; however,
you should not submit all of the unedited output from the R functions used. In
particular, it is important to interpret any numerical results in the context of the
data.
• Include any plots and figures needed to understand your results. For instance,
when estimat- ing a density or regression function, include a plot of the
function estimate.
Be as concise as possible; the goal is to provide a well-written and informative
summary of your analysis.
Length?
It’s difficult to give an recommend length that is appropriate in all cases. It depends
on the topic, the nature of the analysis, the number of plots, etc.The last time I
taught this course the lengths (in pages) of the best projects were
3,5,5,5,6,7,8,8,10,11,14

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