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Description

Nonparametric Estimation and Inference Procedures using Partitioning-Based Least Squares Regression.

Tools for statistical analysis using partitioning-based least squares regression as described in Cattaneo, Farrell and Feng (2019a, <arXiv:1804.04916>) and Cattaneo, Farrell and Feng (2019b, <arXiv:1906.00202>): lsprobust() for nonparametric point estimation of regression functions and their derivatives and for robust bias-corrected (pointwise and uniform) inference; lspkselect() for data-driven selection of the IMSE-optimal number of knots; lsprobust.plot() for regression plots with robust confidence intervals and confidence bands; lsplincom() for estimation and inference for linear combinations of regression functions from different groups.
Metadata

Version

0.4

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
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    none
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