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I am looking for pointers as to what would be the non-parametric equivalent of Nadaraya-Watson regression when modelling a binary outcome. I have been googling and ended up with Generalized Additive Models, but I think these impose functional forms?

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  • $\begingroup$ "Nonparametric" has a pretty loose definition, but isn't Nadaraya-Watson already considered nonparametric? $\endgroup$ – Dave Apr 6 at 17:18
  • $\begingroup$ @Dave, thanks for the reply. Yes, NW is non-parametric, but not suited for binary outcomes. That's why I asked what would be the binary outcome alternative. $\endgroup$ – Papayapap Apr 6 at 17:22

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