nprobust

MaRDI QIDQ42547swMATHCRANFDO

Authors Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell

Last update 19 May 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.4.0, PACKAGES.rds, 0.0.1, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.2.0, 0.2.1, 0.3.0, 0.5.0, 1.0.0

Official website https://cran.r-project.org/web/packages/nprobust/index.html

Source code repository https://github.com/cran/nprobust

Description

Estimation, inference, bandwidth selection, and graphical procedures for kernel density and local polynomial regression methods, including robust bias-corrected confidence intervals as described in Calonico, Cattaneo and Farrell (2018, <doi:10.1080/01621459.2017.1285776>). The package includes 'lprobust()' for local polynomial point estimation and robust bias-corrected inference, 'lpbwselect()' for local polynomial bandwidth selection, 'kdrobust()' for kernel density point estimation and robust bias-corrected inference, 'kdbwselect()' for kernel density bandwidth selection, and 'nprobust.plot()' for plotting results. The main methodological and numerical features are described in Calonico, Cattaneo and Farrell (2019, <doi:10.18637/jss.v091.i08>).

Cites work

• nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

Cited in

(7)

• Coverage error optimal confidence intervals for local polynomial regression
• rdrobust
• lspartition
• Robust nonparametric confidence intervals for regression-discontinuity designs
• lpdensity
• DIDHAD
• rdlearn

This page was built for software: nprobust