BCLPBias {MPV}

Bias for Bias-Corrected Local Polynomial Regression

Description

Confidence interval estimates for bias in local polynomial regression.

Usage

BCLPBias(xy,k1,k2,h,h2,numgrid=401,alpha=.95)

Arguments

xy

A data frame, whose first column must be the explanatory variable and whose second column must be the response variable.

k1

degree of local polynomial used in curve estimator.

k2

degree of local polynomial used in bias estimator.

h

bandwidth for regression estimator.

h2

bandwidth for bias estimator.

numgrid

number of gridpoints used in the curve estimator.

alpha

nominal confidence level.

Value

A list containing the confidence interval limits, pointwise estimates of bias, standard deviation of bias, curve estimate, standard deviation of curve estimate, and approximate confidence limits for curve estimates and corresponding bias-corrected estimates.

Author(s)

W. John Braun and Wenkai Ma