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2011 Sep 10
0
npreg: plotting out of sample, extremely large bandwidths
...nparametric regression using bandwidth results <- npreg(bws=bandwidth) summary(results) # use plot to plot results plot(results,view="fixed",theta=300) # example 2: restrict data to observations for which x1>=x2 mydata2 <- mydata[mydata$x1>=mydata$x2,] # calculate bandwidth bandwidth2 <- npregbw(formula=y ~ x1 + x2, regtype="ll", bwmethod="cv.aic", data=mydata2) summary(bandwidth2) # perform nonparametric regression using bandwidth2 results2 <- npreg(bws=bandwidth2) summary(results2) # use plot to plot results # note that the plot is...