130 <strong>np</strong>scoefbw## End(Not run)<strong>np</strong>scoefbwSmooth Coefficient Kernel Regression Bandwidth SelectionDescriptionUsage<strong>np</strong>scoefbw computes a bandwidth object for a smooth coefficient kernel regression estimateof a one (1) dimensional dependent variable on p + q-variate explanatory data, using the modelY i = W i ′ γ(Z i) + u i where W i′ = (1, X i ′ ) given training points (consisting of explanatory dataand dependent data), and a bandwidth specification, which can be a rbandwidth object, or abandwidth vector, bandwidth type and kernel type.<strong>np</strong>scoefbw(...)## S3 method for class 'formula':<strong>np</strong>scoefbw(formula, data, subset, na.action,...)## S3 method for class 'NULL':<strong>np</strong>scoefbw(xdat = stop("invoked without data 'xdat'"),ydat = stop("invoked without data 'ydat'"),zdat = NULL,bws,...)## Default S3 method:<strong>np</strong>scoefbw(xdat = stop("invoked without data 'xdat'"),ydat = stop("invoked without data 'ydat'"),zdat = NULL,bws,nmulti,cv.iterate,cv.num.iterations,backfit.iterate,backfit.maxiter,backfit.tol,bandwidth.compute = TRUE,bwmethod,bwscaling,bwtype,ckertype,ckerorder,optim.method,optim.maxattempts,optim.reltol,
<strong>np</strong>scoefbw 131optim.abstol,optim.maxit,...)## S3 method for class 'scbandwidth':<strong>np</strong>scoefbw(xdat = stop("invoked without data 'xdat'"),ydat = stop("invoked without data 'ydat'"),zdat = NULL,bws,nmulti,cv.iterate = FALSE,cv.num.iterations = 1,backfit.iterate = FALSE,backfit.maxiter = 100,backfit.tol = .Machine$double.eps,bandwidth.compute = TRUE,optim.method = c("Nelder-Mead", "BFGS", "CG"),optim.maxattempts = 10,optim.reltol = sqrt(.Machine$double.eps),optim.abstol = .Machine$double.eps,optim.maxit = 500,...)Argumentsformuladatasubsetna.actionxdatydatzdatbwsa symbolic description of variables on which bandwidth selection is to be performed.<strong>The</strong> details of constructing a formula are described below.an optional data frame, list or environment (or object coercible to a data frameby as.data.frame) containing the variables in the model. If not found indata, the variables are taken from environment(formula), typically theenvironment from which the function is called.an optional vector specifying a subset of observations to be used in the fittingprocess.a function which indicates what should happen when the data contain NAs. <strong>The</strong>default is set by the na.action setting of options, and is na.fail if that isunset. <strong>The</strong> (recommended) default is na.omit.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.a one (1) dimensional numeric or integer vector of dependent data, each elementi corresponding to each observation (row) i of xdat.an optionally specified q-variate data frame of explanatory data (training data),which corresponds to Z in the model equation. Defaults to be the same as xdat.a bandwidth specification. This can be set as a scbandwidth object returnedfrom a previous invocation, or as a vector of bandwidths, with each elementi corresponding to the bandwidth for column i in xdat. In either case, thebandwidth supplied will serve as a starting point in the numerical search for
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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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npplreg 75# Plot the regression sur
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npplregbw 77and dependent data), an
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- Page 111 and 112: npindex 111Usagenpindex(bws, ...)##
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- Page 135 and 136: npscoefbw 135ReferencesAitchison, J
- Page 137 and 138: uocquantile 137uocquantileCompute Q
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