Tagged Questions

2
votes
0answers
67 views

local polynomial regression standard errors

I am attempting to find a reference which explains how one computes standard errors for local polynomial regression? Specifically, in R one can use the loess ...
12
votes
1answer
310 views

If variable kernel widths are often good for kernel regression, why are they generally not good for kernel density estimation?

This question is prompted by discussion elsewhere. Variable kernels are often used in local regression. For example, loess is widely used and works well as a regression smoother, and is based on a ...