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Local linear regression does not follow the formula #4

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vnmabus opened this issue Jun 30, 2021 · 0 comments

vnmabus commented Jun 30, 2021

In Wasserman the formula for the Local linear regression smoothing matrix is

As you can see the term (x_i - x) is signed. However in the code the distances are used instead, both for smoothing and regression, which is wrong.

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