llscm: llscm
In TempleMetrics: Estimating Conditional Distributions

Description Usage Arguments Value Examples

local linear estimator of smoothing coefficient model

1	llscm(formla, xformla = NULL, data, t, h)

`formla`	a formula y ~ treatment
`xformla`	one sided formula for x variables to include, e.g. ~x1 + x2
`data`	the data.frame where y, t, and x are
`t`	conditional at a value T=t
`h`	bandwidth

a 2*k (k being the dimension of X) vector of coefficients, the first k are the "levels", the second k are the derivatives with respect to each element of X.

data(igm)
igm$hs=ifelse(igm$HEDUC=="HS",1,0)
igm$col=ifelse(igm$HEDUC=="COL",1,0)
formla=lcfincome~lfincome
xformla=~hs+col
t=mean(igm$lfincome)
h=1.2
data=igm
llscm(formla,xformla,data,t,h)