Estimated probabilities of CD4+ T-cell response and 95% pointwise confidence intervals as a function of BMI, adjusted for sex, age, number of vaccinations received, vaccine dose, and study. The left panel displays the estimator proposed here, the middle panel the local linear estimator of Kennedy et al. (2017), and the right panel the sample-splitting version of our estimator with m = 5 splits. In the left panel, the blue dashed lines are confidence intervals based on the plug-in estimator of the scale parameter, and the dotted lines are based on the doubly-robust estimator of the scale parameter.