Suppose the true regression function is linearm(x) x and we estimate the function using the Nadaraya Watson estimator Calculate the bias function B(x) Suppose 0 For which regions is B(x) 0 and for which regions is B(x) 0 Now suppose that 0 and re answer the question Can you intuitively explain why the NW estimator is positively and negatively biased for these regions

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Question: Suppose the true regression function is linearm(x) x and we estimate the function using the Nadaraya-Watson estimator. Calculate the bias function B(x). Suppose

Suppose the true regression function is linearm(x) Æ ®Å¯x and we estimate the function using the Nadaraya-Watson estimator. Calculate the bias function B(x). Suppose ¯ È 0. For which regions is B(x) È 0 and for which regions is B(x) Ç 0? Now suppose that ¯ Ç 0 and re-answer the question.

Can you intuitively explain why the NW estimator is positively and negatively biased for these regions?

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