RoTBWLocalPoly {npDoseResponse}

The rule-of-thumb bandwidth selector for the (partial) local polynomial regression.

Description

This function implements the rule-of-thumb bandwidth selector for the (partial) local polynomial regression.

Usage

RoTBWLocalPoly(
  Y,
  X,
  kernT = "epanechnikov",
  kernS = "epanechnikov",
  C_h = 7,
  C_b = 3
)

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.

kernT, kernS

The names of kernel functions for the treatment/exposure variable and confounding variables. (Default: kernT = "epanechnikov", kernS = "epanechnikov".)

C_h, C_b

The scaling factors for the rule-of-thumb bandwidth parameters.

Value

A list that contains two elements.

h

The rule-of-thumb bandwidth parameter for the treatment/exposure variable.

b

The rule-of-thumb bandwidth vector for the confounding variables.

Author(s)

Yikun Zhang, [e-mail]

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.

Yang, L. and Tschernig, R. (1999). Multivariate Bandwidth Selection for Local Linear Regression. Journal of the Royal Statistical Society Series B: Statistical Methodology, 61(4), 793-815.