For kernel regression suppose you rescale Y , for example replace Y with 100Y How should the bandwidth h change To answer this, first address how the functions m(x) and 2(x) change under rescaling, and then calculate how B and 2 change Deduce how the optimal h0 changes due to rescaling Y Does your answer make intuitive sense

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Question: For kernel regression suppose you rescale Y , for example replace Y with 100Y . How should the bandwidth h change? To answer this, first

For kernel regression suppose you rescale Y , for example replace Y with 100Y . How should the bandwidth h change? To answer this, first address how the functions m(x) and ¾2(x) change under rescaling, and then calculate how B and ¾2 change. Deduce how the optimal h0 changes due to rescaling Y . Does your answer make intuitive sense?

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