lsbs - Bandwidth Selection for Level Sets and HDR Estimation
Bandwidth selection for kernel density estimators of 2-d level sets and highest density regions. It applies a plug-in strategy to estimate the asymptotic risk function and minimize to get the optimal bandwidth matrix. See Doss and Weng (2018) <arXiv:1806.00731> for more detail.
Last updated 6 years ago
2.00 score 1 stars 2 scripts 109 downloadsDRDRtest - A Nonparametric Doubly Robust Test for Continuous Treatment Effect
Implement the statistical test proposed in Weng et al. (2021) to test whether the average treatment effect curve is constant and whether a discrete covariate is a significant effect modifier.
Last updated 3 years ago
1.00 score 162 downloads