The np Package - NexTag Supports Open Source Initiatives

npqreg 89Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.Li, Q. and J.S. Racine (forthcoming), “Nonparametric estimation of conditional CDF and quantilefunctions with mixed categorical and continuous data,” Journal of Business and Economic Statistics.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.See AlsoquantregExamples# EXAMPLE 1 (INTERFACE=FORMULA): For this example, we compute a# bivariate nonparametric quantile regression estimate for Giovanni# Baiocchi's Italian income panel (see Italy for details)data("Italy")attach(Italy)# First, compute the likelihood cross-validation bandwidths (default). We# override the default tolerances for the search method as the objective# function is well-behaved (don't of course do this in general). Note -# this may take a few minutes depending on the speed of your computer...bw