Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
用K近邻方法估计混合离散和连续变量的非参数条件均值函数，推导了估计量的渐近正态性，并通过蒙特卡洛模拟和实证例子验证其有限样本表现。
In this article we consider the problem of estimating a nonparametric conditional mean function with mixed discrete and continuous covariates by the nonparametric k-nearest-neighbor (k-nn) method. We derive the asymptotic normality result of the proposed estimator and use Monte Carlo simulations to demonstrate its finite sample performance. We also provide an illustrative empirical example of our method.