lspartition: 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 (2018) <arXiv:1804.04916>. lsprobust() for nonparametric point estimation of regression functions and derivatives thereof, and for robust bias-corrected (pointwise and uniform) inference procedures. lspkselect() for data-driven procedure for selecting 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.

Package details

AuthorMatias D. Cattaneo, Max H. Farrell, Yingjie Feng
MaintainerYingjie Feng <[email protected]>
Package repositoryView on CRAN
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lspartition documentation built on Dec. 4, 2018, 1:04 a.m.