kernel regression
. Note that this is NOT about kernel density estimation (unless someone can convince me that the same techniques can be used). LOWESS
or Nadaraya -Watson
- they both use a bandwidth during estimation.Functionality | Exact | WARPing |
Nadaraya-Watson regression | regxest | regest |
Nadaraya-Watson confidence intervals | regxci | regci |
Nadaraya-Watson confidence bands | regxcb | regcb |
Nadaraya-Watson bandwidth selection | regxbwsel | regbwsel |
local polynomial regression | lpregxest | lpregest |
local polynomial derivatives | lpderxest | lpderest |
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|
(6.12) |
(6.13) |
|
|
(6.15) |
(6.16) |
|
(6.17) |