How deeply does Causal Inference for Data Science cover local linear regression?

Explains separate local trends, cutoff jumps, window sensitivity, and confidence intervals, but not full mathematical derivations.

Local linear regression

As explained in Causal Inference for Data Science

Local linear regression estimates a locally linear relationship by fitting weighted linear models around each prediction point.

Local linear regression (LLR) estimates a relationship near a prediction point by fitting weighted linear models to nearby observations. In regression discontinuity design, it estimates the treatment effect as the jump at a threshold, such as a time-related event. section 11.2.5

For an RDD analysis, LLR supports a practical workflow:

Restrict observations to a chosen window around the cutoff. section 11.2.5
Fit separate local trends on the two sides, allowing different intercepts and slopes. section 11.2.5
Interpret the discontinuity at the cutoff as the estimated average treatment effect and inspect its confidence interval. section 11.2.5

Estimating an event effect

Using synthetic observations before and after time zero, an LLR fit estimates an effect of 770.05, but its confidence interval includes negative values. Changing the time window changes the estimate, so window choice requires care. section 11.2.5

How Causal Inference for Data Science covers it

Cover of Causal Inference for Data Science

liveBook manning.com

Read Causal Inference for Data Science on liveBook Get the book at manning.com

Related concepts

regression discontinuity designused by · Regression discontinuity design is a causal inference method that estimates treatment effects by comparing observations near a cutoff where treatment assignment changes.
bandwidth parameterconfigured by · A bandwidth parameter is a scale or radius controlling the spatial range of kernel weighting and consequently the locality and smoothness of an estimate.
kernel functionuses · A kernel function is a mathematical function that measures similarity between pairs of inputs, often representing an inner product in an implicit feature space.
rdrobustimplemented by · rdrobust is a software package for regression discontinuity estimation using robust local polynomial methods.
local polynomial regressionincludes · Local polynomial regression estimates a local relationship by fitting weighted polynomial models around each prediction point.

This explainer was generated by Manning's knowledge graph from the text of Causal Inference for Data Science. The section links point to the parts of the book it draws on.