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The np Package - NexTag Supports Open Source Initiatives

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32 <strong>np</strong>conmodeReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Hall, P. and J.S. Racine and Q. Li (2004), “Cross-validation and the estimation of conditional probabilitydensities,” Journal of the American Statistical Association, 99, 1015-1026.Li, Q. and J.S. Racine (2007), No<strong>np</strong>arametric Econometrics: <strong>The</strong>ory and Practice, Princeton UniversityPress.McFadden, D. and C. Puig and D. Kerschner (1977), “Determinants of the long-run demand forelectricity,” Proceedings of the American Statistical Association (Business and Economics Section),109-117.Pagan, A. and A. Ullah (1999), No<strong>np</strong>arametric Econometrics, Cambridge University Press.Scott, D.W. (1992), Multivariate Density Estimation. <strong>The</strong>ory, Practice and Visualization, NewYork: Wiley.Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.Examples# EXAMPLE 1 (INTERFACE=FORMULA): For this example, we use the# birthweight data taken from the MASS library, and compute a parametric# logit model and a no<strong>np</strong>arametric conditional mode model. We then# compare their confusion matrices and summary measures of# classification ability.library("MASS")data("birthwt")attach(birthwt)# Fit a parametric logit model with low (0/1) as the dependent# variable and age, lwt, and smoke (0/1) as the covariates# From ?birthwt# 'low' indicator of birth weight less than 2.5kg# 'smoke' smoking status during pregnancy# 'race' mother's race ('1' = white, '2' = black, '3' = other)# 'ht' history of hypertension# 'ui' presence of uterine irritability# 'ftv' number of physician visits during the first trimester# 'age' mother's age in years# 'lwt' mother's weight in pounds at last menstrual periodmodel.logit

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