lclm {Rearrangement}

Local Constant Estimator for Conditional Mean Functions

Description

Implements the local nonparametric method kernel estimator–with box kernel (default), for conditional mean functions.

Usage

lclm(x, y, h, xx)

Arguments

x

The conditioning covariate

y

The response variable

h

The bandwidth parameter

xx

The points at which the function is to be estimated

Details

The function uses a box kernel.

Value

xx

The design points at which the evaluation occurs

fitted.values

The estimated function values at these design points

Author(s)

Wesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon

Examples

data(GrowthChart)
attach(GrowthChart)

ages <- unique(sort(age))
lclm.fit1 <- lclm(age,height,h=1,xx=ages)

detach(GrowthChart)