Local linear regression: number of grid points?

Asked Oct 19 '13 at 15:56

Active Sep 27 '18 at 19:37

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Local linear regression is a popular tool. How can one choose the number of grid points for which to estimate the unknown function on?

edited Sep 27 '18 at 19:37

asked Oct 19 '13 at 15:56

Kian

1

One rule of thumb: use enough points that it looks like a smooth curve when you plot it. – Glen_b Oct 19 '13 at 21:25

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