On design-weighted local fitting and its relation to the Horvitz-Thompson estimator
On design-weighted local fitting and its relation to the Horvitz-Thompson estimator
Weighting is a widely used concept in many fields of statistics and has frequently caused controversies on its justification and benefit.In this paper, we analyze design-weighted versions of the well-known local polynomial regression estimators, derive their asymptotic bias and variance, and observe that the asymptotically optimal weights are in conflict …