summary.lpbwcde {lpcde}R Documentation

Summary method for local polynomial conditional density bandwidth selection

Description

The summary method for local polynomial conditional density bandwidth selection objects.

Usage

## S3 method for class 'lpbwcde'
summary(object, ...)

Arguments

object

Class "lpbwcde" object, obtained by calling lpbwcde.

...

Additional options, including (i) y_grid specifies a subset of y_grid points to display the bandwidth; (ii) gridIndex specifies the indices of y_grid points to display the bandwidth.

Value

Display output

A list of specified options and a matrix of grid points, bandwidth, and effective sample size.

Author(s)

Matias D. Cattaneo, Princeton University. cattaneo@princeton.edu.

Rajita Chandak (maintainer), Princeton University. rchandak@princeton.edu.

Michael Jansson, University of California Berkeley. mjansson@econ.berkeley.edu.

Xinwei Ma, University of California San Diego. x1ma@ucsd.edu.

See Also

lpbwcde for data-driven bandwidth selection.

Supported methods: coef.lpbwcde, print.lpbwcde, summary.lpbwcde.

Examples

n=100
x_data = as.matrix(rnorm(n, mean=0, sd=1))
y_data = as.matrix(rnorm(n, mean=0, sd=1))
y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1))
# bandwidth selection
y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1))
model2 = lpcde::lpbwcde(y_data=y_data, x_data=x_data, x=0, y_grid = y_grid, bw_type = "mse-rot")
summary(model2)


[Package lpcde version 0.1.4 Index]