I've looked into nonparametric regression packages in R and Python and came across two estimation methods that are relevant for my problem (i.e. replicating the semiparametric estimation in Carneiro, Pedro, James J. Heckman, and Edward J. Vytlacil. 2011. "Estimating Marginal Returns to Education." American Economic Review).
The two, seemingly related, nonparametric routines are called local linear regression (LLR) and LOESS (or its predecessor LOWESS). I've searched the web trying to find an answer as to if and how the two differ but haven't been successful.
Secondly, do you have any experience with either LLR or LOESS estimation in Python? I have tried the package PyQt-Fit, but haven't been able to retrieve the residuals which I need for the replication of Carneiro et al.'s (2011) semiparametric estimation.
If you are aware of any good Python package to run LLR or LOESS and have an idea of how to obtain the residuals (post-estimation), please let me know.
I'm grateful for any help!