126 <strong>np</strong>scoef## S3 method for class 'scbandwidth':<strong>np</strong>scoef(bws,txdat = stop("training data 'txdat' missing"),tydat = stop("training data 'tydat' missing"),tzdat = NULL,exdat,eydat,ezdat,residuals = FALSE,errors = TRUE,iterate = TRUE,maxiter = 100,tol = .Machine$double.eps,leave.one.out = FALSE,betas = FALSE,...)Argumentsbwsa bandwidth specification. This can be set as a scbandwidth object returnedfrom an invocation of <strong>np</strong>scoefbw, or as a vector of bandwidths, with eachelement i corresponding to the bandwidth for column i in tzdat. If specifiedas a vector additional arguments will need to be supplied as necessary to specifythe bandwidth type, kernel types, training data, and so on.... additional arguments supplied to specify the regression type, bandwidth type,kernel types, selection methods, and so on. To do this, you may specify any ofbwscaling, bwtype, ckertype, ckerorder, as described in <strong>np</strong>scoefbw.datanewdatatxdattydattzdatexdatan optional data frame, list or environment (or object coercible to a data frame byas.data.frame) containing the variables in the model. If not found in data,the variables are taken from environment(bws), typically the environmentfrom which <strong>np</strong>scoefbw was called.An optional data frame in which to look for evaluation data. If omitted, thetraining data are used.a p-variate data frame of explanatory data (training data), which, by default,populates the columns 2 through p + 1 of W in the model equation, and in theabsence of zdat, will also correspond to Z from the model equation. Defaultsto the training data used to compute the bandwidth object.a one (1) dimensional numeric or integer vector of dependent data, each elementi corresponding to each observation (row) i of txdat. Defaults to the trainingdata used to compute the bandwidth object.a optionally specified q-variate data frame of explanatory data (training data),which corresponds to Z in the model equation. Defaults to the training dataused to compute the bandwidth object.a p-variate data frame of points on which the regression will be estimated (evaluationdata).By default, evaluation takes place on the data provided by txdat.
<strong>np</strong>scoef 127Valueeydatezdaterrorsresidualsiteratemaxitera one (1) dimensional numeric or integer vector of the true values of the dependentvariable. Optional, and used only to calculate the true errors.an optionally specified q-variate data frame of points on which the regressionwill be estimated (evaluation data), which corresponds to Z in the model equation.Defaults to be the same as txdat.a logical value indicating whether or not asymptotic standard errors should becomputed and returned in the resulting smoothcoefficient object. Defaultsto TRUE.a logical value indicating that you want residuals computed and returned in theresulting smoothcoefficient object. Defaults to FALSE.a logical value indicating whether or not backfitted estimates should be iteratedfor self-consistency. Defaults to TRUE.integer specifying the maximum number of times to iterate the backfitted estimateswhile attempting make the backfitted estimates converge to the desiredtolerance. Defaults to 100.toldesired tolerance on the relative convergence of backfit estimates. Defaults to.Machine$double.eps.leave.one.outa logical value to specify whether or not to compute the leave one out estimates.Will not work if e[xyz]dat is specified. Defaults to FALSE.betasa logical value indicating whether or not estimates of the components of γ shouldbe returned in the smoothcoefficient object along with the regressionestimates. Defaults to FALSE.<strong>np</strong>scoef returns a smoothcoefficient object. <strong>The</strong> generic functions fitted, residuals,coef, se, predict, and extract (or generate) estimated values, residuals, coefficients, bootstrappedstandard errors on estimates, and predictions, respectively, from the returned object. Furthermore,the functions summary and plot support objects of this type. <strong>The</strong> returned object hasthe following components:evalmeanmerrbetaresidR2MSEMAEMAPECORRSIGNevaluation pointsestimation of the regression function (conditional mean) at the evaluation pointsif errors = TRUE, standard errors of the regression estimatesif betas = TRUE, estimates of the coefficients γ at the evaluation pointsif residuals = TRUE, in-sample or out-of-sample residuals where appropriate(or possible)coefficient of determinationmean squared errormean absolute errormean absolute percentage errorabsolute value of Pearson’s correlation coefficientfraction of observations where fitted and observed values agree in sign
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The np PackageFebruary 16, 2008Vers
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Italy 3Examplesdata("cps71")attach(
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wage1 5Examplesdata("oecdpanel")att
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gradients 7## S3 method for class '
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np 9A variety of bandwidth methods
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npcmstest 11npcmstestKernel Consist
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npcmstest 13ReferencesAitchison, J.
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npcdens 15npcdensKernel Conditional
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npcdens 17Valuenpcdens returns a co
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npcdens 19# Gaussian kernel (defaul
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npcdens 21# (1993) (see their descr
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npcdensbw 23fit
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npcdensbw 25na.actionxdatydatbwspro
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npcdensbw 27data. The approach is b
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npconmode 29# depending on the spee
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npconmode 31tydatexdateydata one (1
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npconmode 33lwt,family=binomial(lin
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npudens 35npudensKernel Density and
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npudens 37Author(s)Tristen Hayfield
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npudens 39# EXAMPLE 1 (INTERFACE=DA
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npudensbw 41library("datasets")data
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npudensbw 43bwsa bandwidth specific
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npudensbw 45fvalobjective function
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npudensbw 47# previous examples.bw
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npudensbw 49# previous examples.bw
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npksum 51Argumentsformuladatanewdat
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npksum 53Usage IssuesIf you are usi
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npksum 55# the bandwidth object its
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npksum 57ss
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npplot 59plot.behavior = c("plot","
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npplot 61xtrim = 0.0,neval = 50,com
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npplot 63xdatydatzdatxqyqzqxtrimytr
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npplot 65DetailsValuenpplot is a ge
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npplot 67year.seq
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npplot 69# npplot(). When npplot()
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npplreg 71## S3 method for class 'c
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npplreg 73residR2MSEMAEMAPECORRSIGN
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- Page 77 and 78: npplregbw 77and dependent data), an
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- Page 85 and 86: npqcmstest 85Author(s)Tristen Hayfi
- Page 87 and 88: npqreg 87ftol = 1.19209e-07,tol = 1
- Page 89 and 90: npqreg 89Li, Q. and J.S. Racine (20
- Page 91 and 92: npreg 91Usagenpreg(bws, ...)## S3 m
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- Page 101 and 102: npregbw 101## S3 method for class '
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- Page 109 and 110: npsigtest 109Author(s)Tristen Hayfi
- Page 111 and 112: npindex 111Usagenpindex(bws, ...)##
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- Page 131 and 132: npscoefbw 131optim.abstol,optim.max
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- Page 135 and 136: npscoefbw 135ReferencesAitchison, J
- Page 137 and 138: uocquantile 137uocquantileCompute Q
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