Adaptations done by
Andrew L. Johnson ajohnson@tamu.edu
Daisuke Yagi d.yagi@tamu.edu
Function to compute the (unconstrained) local polynomial regression of the response y on the data matrix X
Function NEEDS the quadprog function in Optimization Toolbox in the computer
y: the response variable — a column vector of length n
X: the data matrix of the predictors (of size n*d);
For more details about Local Polynomial, please refer to the following book:
Shape constrained kernel-weighted least squares: Application to production function estimation for Chilean manufacturing industries