MATLAB code for Local Polynomial Estimator


Adaptations done by
Andrew L. Johnson
Daisuke Yagi

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


Posted in Code.