regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b₀ (w) be … the coefficient vector on X in this regression. We introduce a semiparametrically efficient estimate of the average β … methods of semiparametric regression (e.g., the partially linear regression model) …

We study nonparametric regression in a setting where N(N-1) dyadic outcomes are observed for N randomly sampled units … sets of results. First, we calculate lower bounds on the minimax risk for estimating the regression function at (i) a point … analog of the familiar Nadaraya-Watson (NW) kernel regression estimator. We show that the NW kernel regression estimator …

Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and … polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman (2012) and … of the local regression RD estimator as the criterion to guide polynomial order selection. We show in Monte Carlo …

regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are …

A regression kink design (RKD or RK design) can be used to identify casual effects in settings where the regressor of …