Usage: |
testt = intertest1(t,y,h,g{,opt{,file}})
|
Input: |
| t | n x p matrix , the observed explanatory variable
where the directions of interest have to be the
first and second column
|
| y | n x 1 vector , the observed
response variables
|
| h | p x 1 or 1 x 1 matrix , chosen bandwidth for
the directions of interest in the estimation step
|
| g | p x 1 or 1 x 1 matrix , chosen bandwidth for
the directions not of interest in the estimation step
|
| opt.hyp | pp x 2 matrix, in the rows have to be all pairs
of indices for interactions which shall be included
in the hypothesis model. Thus (1,2) must not be
a row of hyp.
|
| opt.boot | integer, number of bootstrap replications, default=249.
|
| opt.hb | scalar, bandwidth multiplicator for the bootstrap step.
When the test statistics are calculated we take
bandwidths h*hb and g*hb instead of h, g. Default is 1.
|
| opt.weight | n x 1 vector, weights for the test statistics.
Default is weight 1 for all.
|
| file | string, file name of output, if an output of
the function estimates is wished
|
Output: |
| testt | string object, a table of results |