5 papers
Local Regression Distribution Estimators
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. F…
lpdensity: Local Polynomial Density Estimation and Inference
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
Density estimation and inference methods are widely used in empirical work. When the underlying distribution has compact support, conventional kernel-based density estimators are n…
Simple Local Polynomial Density Estimators
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automati…
Robust Inference Using Inverse Probability Weighting
Xinwei Ma, Jingshen Wang
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denomin…
Two-Step Estimation and Inference with Possibly Many Included Covariates
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
We study the implications of including many covariates in a first-step estimate entering a two-step estimation procedure. We find that a first order bias emerges when the number of…