fitted: Predict in-sample semiparametric conditional probability

In henrykye/semiBRM: Semiparametric Binary Response Models in R

Description

This calculates in-sample pointwise semiparametric conditional probability Pr(y=1|x) based on the fitted semiparametric binary response model. It uses the leave-one-out version of the Nadaraya-Watson estimator.

Usage

## S3 method for class 'semiBRM'
fitted(object, h = NULL, ...)

Arguments

object	a fitted 'semiBRM' object.
h	a numeric of bandwidth size in the Nadaraya-Watson estimator. If not given, it will use the Silverman's rule of thumb bandwidth, h = sd(x)*1.06*N^(-1/5).
...	further arguments (currently ignored).

Value

a numeric vector of in-sample pointwise semiparametric conditional probability.

henrykye/semiBRM documentation built on Dec. 20, 2021, 3:49 p.m.