ROTBW.fit: Rule of thumb bandwidth for inference at a point

Description Usage Arguments Value References Examples

View source: R/LPP_lp.R

Description

Calculate bandwidth for inference at a point on local linear regression using method in Fan and Gijbels (1996, Chapter 4.2).

Usage

1
ROTBW.fit(d, kern = "triangular", order = 1, boundary = NULL)

Arguments

d

object of class "LPPData"

kern

specifies kernel function used in the local regression. It can either be a string equal to "triangular" (k(u)=(1-|u|)_{+}), "epanechnikov" (k(u)=(3/4)(1-u^2)_{+}), or "uniform" (k(u)= (|u|<1)/2), or else a kernel function.

order

Order of local regression 1 for linear, 2 for quadratic.

boundary

Is point at a boundary?

Value

ROT bandwidth

References

Fan , J., and I. Gijbels (1996): Local Polynomial Modelling and Its Applications, Monographs on Statistics and Applied Probability. Chapman & Hall/CRC, New York, NY.

Examples

1
2
dp <- LPPData(lee08[lee08$margin>0, ], point=0)
bp1 <- ROTBW.fit(dp, kern="uniform", order=1)

kolesarm/RDHonest documentation built on April 3, 2018, 11:08 a.m.