Costanigro, Marco; Mittelhammer, Ron C.; McCluskey, Jill J. - In: Journal of Applied Econometrics 24 (2009) 7, pp. 1117-1135
We introduce a method for estimating multiple class regression models when class membership is uncertain. The procedure-local polynomial regression clustering-first estimates a nonparametric model via local polynomial regression, and then identifies the underlying classes by aggregating sample...