nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference

nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference

Nonparametric kernel density and local polynomial regression estimators are very popular in statistics, economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as a preliminary ingredient entering some other estimation or i...

Full description

Bibliographic Details
Main Authors: Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2019-10-01
Series:Journal of Statistical Software
Subjects:
kernel-based nonparametrics
bandwidth selection
bias correction
robust inference
r
stata
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3260

Internet

https://www.jstatsoft.org/index.php/jss/article/view/3260

Similar Items