local_lin: Estimates E(Y|X) at the observed X by local linear...
In cgaillac/MarginalFElogit: Estimation of Average Marginal Effects in Fixed Effect Logit Models
local_lin R Documentation
Estimates E(Y|X) at the observed X by local linear regression.
We use a Gaussian kernel, and also output the kernel estimator of the density of X.
Description
Estimates E(Y|X) at the observed X by local linear regression.
We use a Gaussian kernel, and also output the kernel estimator of the density of X.
Usage
local_lin(data, h = 1)
Arguments
data
is an environment variable containing the relevant data:
- data$Y a matrix of size n x Tmax containing the values of the dependent variable Y.
- data$X an array of size n x Tmax x dimX containing the values of the covariates X.
h
(default 1) the bandwidth for the local linear regressions. We increase it at points
where the regression is degenerate otherwise.
Value
a list containing.
- condlMeans: a vector of length n containing the
estimates for P(S = j - 1 | X) at each observation.
- densityEstimate: a vector of length n containing, at each row (individual),
the estimated density for having covariates X.
cgaillac/MarginalFElogit documentation built on Dec. 24, 2024, 3:23 p.m.
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| local_lin | R Documentation |
Estimates E(Y|X) at the observed X by local linear regression. We use a Gaussian kernel, and also output the kernel estimator of the density of X.
Description
Estimates E(Y|X) at the observed X by local linear regression. We use a Gaussian kernel, and also output the kernel estimator of the density of X.
Usage
local_lin(data, h = 1)
Arguments
data |
is an environment variable containing the relevant data: - data$Y a matrix of size n x Tmax containing the values of the dependent variable Y. - data$X an array of size n x Tmax x dimX containing the values of the covariates X. |
h |
(default 1) the bandwidth for the local linear regressions. We increase it at points where the regression is degenerate otherwise. |
Value
a list containing. - condlMeans: a vector of length n containing the estimates for P(S = j - 1 | X) at each observation. - densityEstimate: a vector of length n containing, at each row (individual), the estimated density for having covariates X.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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