Fast Computation of Auxiliary Quantities in Local Polynomial Regression

NOTE: The following is a description of the paper and not the actual abstract. In local polynomial smoothing it is often necessary to compute several auxiliary quantities. Examples include degrees of freedom measures, cross-validation functions, variance estimates, and exact measures of error. We investigate how binning methods can be used for the fast computation of such quantities. It is shown that using binning methodology is highly beneficial. The computational effort for the binned approximation to the desired quantities is of the same order of magnitude as that required for a binned local polynomial smooth