Library: | metrics |
See also: | adedis simpsonint |
Quantlet: | ndw | |
Description: | auxiliary quantlet for adedis. It defines the Nadaraya-Watson estimate of the link as a function of the (estimated) index of continuous explanatory variables. In adedis, the quantlet simpsonint is used to integrate over the function. |
Usage: | nada=ndw(v) | |
Input: | ||
v | n x 1 vector, domain of ndw; the estimated index of the continuous explanatory variables V=x'b | |
Output: | ||
nada | n x 1 vector, range of ndw; the estimated link G(x'b) |