Differential Equation-Constrained Exponential-Type Local Polynomial Regression Under Model Misspecification

Chunlei Ge; W. John Braun

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arXiv · 2607.25248

Differential Equation-Constrained Exponential-Type Local Polynomial Regression Under Model Misspecification

Chunlei Ge·W. John Braun

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Abstract

The issue of model misspecification is critical, yet it is often regarded as unavoidable in applied statistical modeling. Model misspecification can be mitigated by incorporating informative features and strengthening model formulations, such as through the integration of domain knowledge or structural constraints. In this paper, we propose a regression framework constrained by differential equations, which leverages first-order differential equations and adapts local polynomial regression techniques. Specifically, we focus on the local exponential growth model, characterized by an exponential-type differential equation. For this model, we examine the asymptotic biases and variances of kernel estimators constructed using Taylor polynomials of varying degrees. To evaluate model robustness, we conduct simulation studies comparing different estimators under two misspecification scenarios varying the levels of misspecification.

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Chunlei Ge, W. John Braun. 2026-07-28. Differential Equation-Constrained Exponential-Type Local Polynomial Regression Under Model Misspecification. https://arxiv.org/abs/2607.25248

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