rcbr.fit.GK {RCBR}

Gautier and Kitamura (2013) bivariate random coefficient binary response

Description

This is an implementation based on the matlab version of Gautier and Kitamura's deconvolution method for the bivariate random coefficient binary response model. Methods based on the fitted object are provided for predict, logLik and plot.requires orthopolynom package for Gegenbauer polynomials

Usage

rcbr.fit.GK(X, y, control)

Arguments

X

the design matrix expected to have an intercept column of ones as the first column.

y

the binary response.

control

is a list of tuning parameters for the fitting,see GK.control for further details.

Value

a list with components:

u

grid values

v

grid values

w

estimated function values on 2d u x v grid

X

design matrix

y

response vector

Author(s)

Gautier and Kitamura for original matlab version, Jiaying Gu and Roger Koenker for the R translation.

References

Gautier, E. and Y. Kitamura (2013) Nonparametric estimation in random coefficients binary choice models, Ecoonmetrica, 81, 581-607.