kern2 {generalCorr}

Kernel regression version 2 with optional residuals and gradients with regtype="ll" for local linear, bwmethod="cv.aic" for AIC-based bandwidth selection.

Description

Kernel regression version 2 with optional residuals and gradients with regtype="ll" for local linear, bwmethod="cv.aic" for AIC-based bandwidth selection.

Usage

kern2(
  dep.y,
  reg.x,
  tol = 0.1,
  ftol = 0.1,
  gradients = FALSE,
  residuals = FALSE
)

Arguments

dep.y

Data on the dependent (response) variable

reg.x

Data on the regressor (stimulus) variables

tol

Tolerance on the position of located minima of the cross-validation function (default =0.1)

ftol

Fractional tolerance on the value of cross validation function evaluated at local minima (default =0.1)

gradients

Make this TRUE if gradients computations are desired

residuals

Make this TRUE if residuals are desired

Value

Creates a model object ‘mod’ containing the entire kernel regression output. Type names(mod) to reveal the variety of outputs produced by ‘npreg’ of the ‘np’ package. The user can access all of them at will by using the dollar notation of R.

Note

This is version 2 ("ll","cv.aic") of a work horse for causal identification.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

References

Vinod, H. D.'Generalized Correlation and Kernel Causality with Applications in Development Economics' in Communications in Statistics -Simulation and Computation, 2015, doi:10.1080/03610918.2015.1122048

See Also

See kern_ctrl.

Examples

## Not run: 
set.seed(34);x=matrix(sample(1:600)[1:50],ncol=2)
require(np); options(np.messages=FALSE)
k1=kern(x[,1],x[,2])
print(k1$R2) #prints the R square of the kernel regression

## End(Not run)