Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | metric02 | |
Description: | Illustrates average derivative estimation. | |
Download: | metric02.xpl |
library("metrics") randomize(333) n = 500 x = normal(n,3) beta =#(0.2 , -0.7 , 1) index = x*beta eps = normal(n,1) * sqrt(0.5) y = 2 * index^3 + eps d = 0.2 m = 5 {delta,dvar} = adeind(x,y,d,m) (delta/delta[1])~(beta/beta[1])
Subject: | XploRe: Learning Guide |
See XploRe: |