Description Usage Arguments Details Value Examples
Calculates residuals after nonparametric regression using lprobust
or locPolSmootherC
.
1 | eps_hat(y, x, deg, kern = "epa", var.reg = "npr", n.max = 500)
|
y |
vector of dependent variables |
x |
vector of regressors |
deg |
degree of local polynomial regression to be used |
kern |
kernel used to calculate conditional variance function;
supports |
var.reg |
nonparametric regression method used to calculate residuals;
either |
n.max |
maximum number of observations allowed where the regression function estimator
is evaluated when |
For now, only kern = "tri"
and kern = "epa"
are supported when
var.reg = "locpol"
.
vector of residuals with the same length as y
1 2 3 4 |
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