LocalPolyRegMain {npDoseResponse} | R Documentation |
The main function of the (partial) local polynomial regression.
Description
This function implements the main part of the (partial) local polynomial regression for estimating the conditional mean outcome function and its partial derivatives.
Usage
LocalPolyRegMain(
Y,
X,
x_eval = NULL,
degree = 2,
deriv_ord = 1,
h = NULL,
b = NULL,
kernT = "epanechnikov",
kernS = "epanechnikov"
)
Arguments
Y |
The input n-dimensional outcome variable vector. |
X |
The input n*(d+1) matrix. The first column of X stores the treatment/exposure variables, while the other d columns are confounding variables. |
x_eval |
The n*(d+1) matrix for evaluating the local polynomial regression
estimates. (Default: x_eval = NULL. Then, x_eval = |
degree |
Degree of local polynomials. (Default: degree = 2.) |
deriv_ord |
The order of the estimated derivative of the conditional mean outcome function. (Default: deriv_ord = 1.) |
h , b |
The bandwidth parameters for the treatment/exposure variable and confounding variables (Default: h = NULL, b = NULL. Then, the rule-of-thumb bandwidth selector in Eq. (A1) of Yang and Tschernig (1999) is used with additional scaling factors C_h and C_b, respectively.) |
kernT , kernS |
The names of kernel functions for the treatment/exposure variable and confounding variables. (Default: kernT = "epanechnikov", kernS = "epanechnikov".) |
Value
The estimated conditional mean outcome function or its partial
derivatives evaluated at points x_eval
.
Author(s)
Yikun Zhang, yikunzhang@foxmail.com
References
Zhang, Y., Chen, Y.-C., and Giessing, A. (2024) Nonparametric Inference on Dose-Response Curves Without the Positivity Condition. https://arxiv.org/abs/2405.09003.
Fan, J. and Gijbels, I. (1996) Local Polynomial Modelling and its Applications. Chapman & Hall/CRC.