One of the most important tasks of applied econometrics and statistics is estimating a conditional mean function. For example, one may want to estimate the mean annual earnings of workers in a certain population as a function of observable characteristics such as level of education and experience in the workforce. As another example, one may want to estimate the probability that an individual is employed conditional on observable characteristics such as age, level of education, and sex.
KeywordsAsymptotic Distribution Generalize Additive Model Consistent Estimator Scale Normalization Kernel Estimator
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