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Subject: XploRe Application Guide
See XploRe: eivplmnor

Quantlet: eiv11
Description: estimates the parameters of partially linear eiv model for simulated data
Download: eiv11.xpl

Code:
; Corrected 2000-05-15 SK
library("eiv")
n=100
randomize(n)
sigma=0.0081
b=1|2
p=rows(b)
x=2.*uniform(n,p)-1
t=sort(2.*uniform(n)-1,1)
w=x+sqrt(sigma)*uniform(n)
m=0.5*cos(pi.*t)+0.5*t
y=x*b+m+normal(n)./2
h=0.5
sf=eivplmnor(w,t,y,sigma,h)
b~sf.b
pic=createdisplay(1,1)
datah1=t~m
datah2=t~sf.m
part=grid(1,1,rows(t))'
setmaskp(datah1,1,0,1)
setmaskp(datah2,4,0,3)
setmaskl(datah1,part,1,1,1)
setmaskl(datah2,part,4,1,3)
show(pic,1,1,datah1,datah2)
setgopt(pic,1,1, "xlabel","T","title","Simulation Comparison","ylabel","g(t) and sf.m")
; uncomment the following line for a PS picture
; print(pic,"eivplmnortu.ps")

Subject: XploRe Application Guide
See XploRe: eivplmnor

© MD*Tech - Method and Data Technologies, generated on 19.7.2000 .