Local polynomial regression is extremely popular in applied settings. Recent developments in shape-constrained nonparametric regression allow practitioners to impose constraints on local polynomial estimators thereby ensuring that the resulting estimates are consistent with underlying theory....

It is known that model averaging estimators are useful when there is uncertainty governing which covariates should enter the model. We argue that in applied research there is also uncertainty as to which method one should deploy, prompting model averaging over user-defined choices. Specifically,...