Estimating Conditional Event Probabilities with Mixed Regressors

Mahfuza Khatun, Sikandar Siddiqui

Estimating Conditional Event Probabilities with Mixed Regressors

Číslo: 2/2023
Periodikum: Statistika
DOI: 10.54694/stat.2022.45

Klíčová slova: Qualitative choice models, nonparametric estimation

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Anotace: The k-Nearest Neighbour method is a popular nonparametric technique for solving classification and regression problems without having to make potentially restrictive a priori assumptions about the functional form of the statistical relationship under investigation. The purpose of this paper was to demonstrate that the scope of this method can be extended in a way that enables the simultaneous consideration of continuous, ordered discrete, and unordered discrete explanatory variables. An exemplary application to a publicly available dataset demonstrated the feasibility of the proposed approach.