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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.
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2.00 score 2 scripts 153 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.
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1.00 score 57 downloads