Locally Adaptive Nonparametric Binary Regression

Statistics – Methodology

Scientific paper

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31 pages, 10 figures

Scientific paper

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression having a thin plate spline prior with its own smoothing parameter and with the mixture weights depending on the covariates. The estimator is compared to a single spline estimator and to a recently proposed locally adaptive estimator. The methodology is illustrated by applying it to both simulated and real examples.

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