Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: smoother
See also: lpregest lpderrot

Quantlet: lpderxest
Description: estimates the q-th derivative of a regression function using local polynomial kernel regression with Quartic kernel.


Usage: mh = lpderxest (x, h {,q {,p {,K} {,v}}})
x n x 2, the data. In the first column the independent, in the second column the dependent variable.
h scalar, bandwidth. If not given, the rule of thumb bandwidth computed by lpderrot is used.
q integer <=2, order of derivative. If not given, q=1 (first derivative) is used.
p integer, order of polynomial. If not given, p=q+1 is used for q<2, p=q is used for q=2.
v m x 1, values of the independent variable on which to compute the regression. If not given, x is used.
mh n x 2 or m x 2 matrix, the first column is the sorted first column of x or the sorted v, the second column contains the derivative estimate on the values of the first column.

x = read("motcyc.dat")
mh = lpderxest(x,5)      ; estimate function
mh = setmask(mh, "line","blue")

The derivative regession estimate (blue) using
Quartic kernel and bandwidth h=5 is pictured.

Author: M. Mueller, 19980413
(C) MD*TECH Method and Data Technologies, 05.02.2006