Avoids the boundary bias of Nadaraya-Watson by fitting a local
linear model at each evaluation point.
Usage
local_linear(x, y, x_eval, bandwidth, return_slope = FALSE)
Arguments
- x
Numeric covariate vector.
- y
Numeric outcome vector.
- x_eval
Evaluation grid.
- bandwidth
Positive bandwidth.
- return_slope
Logical; if TRUE, also return local slopes.
Value
If return_slope = FALSE, a numeric vector of fitted
values; otherwise a list with y_hat and beta_hat.
References
Fan, J. and Gijbels, I. (1996). Local Polynomial
Modelling and Its Applications. Chapman and Hall.