vcov.lpcde {lpcde}

Variance-Covariance

Description

The vcov method for local polynomial conditional density objects.

Usage

## S3 method for class 'lpcde'
vcov(object, ...)

Arguments

object

Class "lpdensity" object, obtained by calling lpcde.

...

Additional options.

Details

Vcov method for local polynomial density conditional estimation

Value

stdErr

A matrix containing grid points and standard errors using p- and q-th order local polynomials.

CovMat

The variance-covariance matrix corresponding to est.

CovMat_RBC

The variance-covariance matrix corresponding to est_RBC.

Author(s)

Matias D. Cattaneo, Princeton University. [e-mail].

Rajita Chandak (maintainer), Princeton University. [e-mail].

Michael Jansson, University of California Berkeley. [e-mail].

Xinwei Ma, University of California San Diego. [e-mail].

See Also

lpcde for local polynomial conditional density estimation.

Supported methods: plot.lpcde, print.lpcde, summary.lpcde,

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))
# density estimation
model1 = lpcde::lpcde(x_data=x_data, y_data=y_data, y_grid=y_grid, x=0, bw=0.5)
vcov(model1)