kcmeans

CRANkcmeansMaRDI QIDQ5979113

Conditional Expectation Function Estimation with K-Conditional-Means

Thomas Wiemann

Last update: 30 November 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0

Description

Implementation of the KCMeans regression estimator studied by Wiemann (2023) <arXiv:2311.17021> for expectation function estimation conditional on categorical variables. Computation leverages the unconditional KMeans implementation in one dimension using dynamic programming algorithm of Wang and Song (2011) <doi:10.32614/RJ-2011-015>, allowing for global solutions in time polynomial in the number of observed categories.

Cites work

• Ckmeans.1d.dp: Optimal k-means Clustering in One Dimension by Dynamic Programming
• Optimal Categorical Instrumental Variables

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