The np Package - NexTag Supports Open Source Initiatives

128 npscoefUsage IssuesIf you are using data of mixed types, then it is advisable to use the data.frame function toconstruct your input data and not cbind, since cbind will typically not work as intended onmixed data types and will coerce the data to the same type.Support for backfitted bandwidths is experimental and is limited in functionality. The code does notsupport asymptotic standard errors or out of sample estimates with backfitting.Author(s)Tristen Hayfield 〈hayfield@phys.ethz.ch〉, Jeffrey S. Racine 〈racinej@mcmaster.ca〉ReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Cai Z. (2007), “Trending time-varying coefficient time series models with serially correlated errors,”Journal of Econometrics, 136, 163-188.Hastie, T. and R. Tibshirani (1993), “Varying-coefficient models,” Journal of the Royal StatisticalSociety, B 55, 757-796.Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.Li, Q. and J.S. Racine (2007), “Smooth varying-coefficient nonparametric models for qualitativeand quantitative data,” manuscript.Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.Racine, J.S. and D. Ouyang and Q. Li (2007), “Nonparametric multilevel models: a smoothingapproach,” manuscript.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.See Alsobw.nrd, bw.SJ, hist, npudens, npudist, npudensbw, npscoefbwExamples# EXAMPLE 1 (INTERFACE=FORMULA): Typically, the variables z will be# equal to the regressors x, as in the following example.set.seed(12345)n