lambda_matrix | R Documentation |
Estimate the lambda matrix.
lambda_matrix(object, sparsity, bandwidth_estimator, misspec)
object |
An esreg object |
sparsity |
The estimator to be used for the sparsity in
|
bandwidth_estimator |
The bandwidth estimator to be used for the iid and nid sparsity estimator, see density_quantile_function
|
misspec |
if TRUE, the estimator accounts for potential misspecification in the model |
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