fy.x: fy.x

View source: R/em.R

fy.xR Documentation

fy.x

Description

return the density of Y (for particular value y) conditional on X (which can include n observations) when Q(Y|X) has been estimated using QR. This is used in our simulation approach.

Usage

fy.x(y, betmat, X, tau)

Arguments

y

particular value of y to estimate f(y|x)

betmat

LxK matrix of parameter values with L the number of quantiles and K the dimension of the covariates

X

An nxK matrix with n the number of observations of X

tau

an L-vector containing the quantile at which Q(Y|X) was estimated

Value

An nx1 vector that contains f(y|X)


bcallaway11/qrme documentation built on May 16, 2024, 12:02 p.m.