XploRe Help : ndw

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:	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.

Reference(s):

Horowitz and Haerdle (1996), "Direct Semiparametric Estimation of a Single-Index Model with Discrete Covariates," Journal of the American Statistical Association, 91, 1632-1640

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)

Author: W.Haerdle, M.Benko, 20030222 license MD*Tech