Displaying 2 results from an estimated 2 matches for "bwmethod".
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brmethod
2011 Sep 10
0
npreg: plotting out of sample, extremely large bandwidths
...^2 + x2^2 + x1*x2 + e
mydata <- data.frame(x1=x1,x2=x2,y=y,e=e)
summary(mydata)
rm(x1,x2,y,e)
# PROBLEM 1: plotting out of sample
# example 1: do not restrict data to x1>=x2
# calculate bandwidth using npregbw()
bandwidth <- npregbw(formula = y ~ x1 + x2,
regtype="ll",
bwmethod="cv.aic",
data=mydata)
summary(bandwidth)
# perform nonparametric 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...
2009 Dec 14
0
Confused on using expand.grid(), array(), image() and npudens(np) in my case
...,150))
plot(d1);points(d2,col="red");points(d3,col="green")
attach(d)
#Confusion1:how to specify the formula in the npudensbw() correctly? I find
the sequence of ordered(tf)+x+y is important and here i may have a wrong
specification
bw <- npudensbw(formula=~ordered(tf)+x+y, bwmethod="cv.ml") #confusion1
year.seq <- sort(unique(d$tf)) #length is 3
x.seq <- seq(0,1,0.02) #length is 51
y.seq <- seq(0,1,0.02) #length is 51
#Confusion2:what is the correct sequence for the three variables
(year.seq,x.seq and y.seq) in expand.grid()
data.eval <- expand.gr...