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Subject: XploRe: Learning Guide
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Quantlet: metric02
Description: Illustrates average derivative estimation.
Download: metric02.xpl

Code:
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:

© MD*Tech - Method and Data Technologies, generated on 6.6.2000 .