Nonparametric Estimation and Inference Procedures using Partitioning-Based Least Squares Regression

Tools for statistical analysis using partitioning-based least squares regression as described in Cattaneo, Farrell and Feng (2020a, ) and Cattaneo, Farrell and Feng (2020b, ): lsprobust() for nonparametric point estimation of regression functions and their derivatives and for robust bias-corrected (pointwise and uniform) inference; lspkselect() for data-driven selection of the IMSE-optimal number of knots; lsprobust.plot() for regression plots with robust confidence intervals and confidence bands; lsplincom() for estimation and inference for linear combinations of regression functions from different groups.