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automagic
2011 Sep 03
0
automathic bandwidth for multivariate local regression
Hi,
I want to calculate the bandwith of a multivariate local polynomial regression such as the model is: Y=m(X,Z)+u.
Please, somebody knows how I can do it in a multivariate case? In an univariate case I use the instrucction "regband" of the locfit package, but it is impossible to find a way to do it in the bivariate case.
Please, help me.
Thanks you in advance
Alexandra