nprobust: Nonparametric Robust Estimation and Inference Methods using Local Polynomial Regression and Kernel Density Estimation (original) (raw)

Tools for data-driven statistical analysis using local polynomial regression and kernel density estimation methods as described in Calonico, Cattaneo and Farrell (2018, <doi:10.1080/01621459.2017.1285776>): 'lprobust()' for local polynomial point estimation and robust bias-corrected inference, 'lpbwselect()' for local polynomial bandwidth selection, 'kdrobust()' for kernel density point estimation and robust bias-corrected inference, 'kdbwselect()' for kernel density bandwidth selection, and 'nprobust.plot()' for plotting results. The main methodological and numerical features of this package are described in Calonico, Cattaneo and Farrell (2019, <doi:10.18637/jss.v091.i08>).

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