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bandwidth
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...