kcmeans (Q5979113)
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Conditional Expectation Function Estimation with K-Conditional-Means
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | kcmeans |
Conditional Expectation Function Estimation with K-Conditional-Means |
Statements
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.
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30 November 2023
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