search for: kmooth

...wo estimators for a (larger) different bandwidth. To confirm this, I wrote my own Nadaraya-Watson kernel regression estimator, which is consistent with the two local polynomial estimators and shows the same discordance with ksmooth. This led me to the suspicion that the bandwidth that is passed to kmooth is rescaled or transformed within the function. Unfortunately, I was not able to confirm this with either the code of the function or the documentation. It would be of great help to me if you could clarify this for me. Thank you very much for your time and help in advance. Kind regards, Jan Fail...

...tors for a (larger) different bandwidth. To confirm this, I wrote my own Nadaraya-Watson kernel regression estimator, which is consistent with the two local polynomial estimators and shows the same discordance with ksmooth. > > This led me to the suspicion that the bandwidth that is passed to kmooth is rescaled or transformed within the function. Unfortunately, I was not able to confirm this with either the code of the function or the documentation. It would be of great help to me if you could clarify this for me. > > Thank you very much for your time and help in advance. > > Kind...