|
|
| Subject: | XploRe Application Guide |
| See XploRe: | gintestpl |
| Quantlet: | gam06 | |
| Description: | estimates generalized additive partially linear model for for simulated data | |
| Download: | gam06.xpl |
library("gam")
randomize(1235)
n = 100
p = 2
d = 2
b = 1|2
t = uniform(n,p)*2-1
x = 2.*uniform(n,d)-1
g1 = 2*t[,1]
g2 = t[,2]^2
g2 = g2 - mean(g2)
m = g1 + g2
y = cdfn(m+x*b) .> uniform(n) ; probit model
h = #(1.7, 1.5)
g = #(1.7, 1.5)
tg = grid(-0.8,0.1,18)
opt = gamopt("tg",tg~tg)
opt = gamopt("shf",1,opt)
code = "bipro"
{m,b,bv,c} = gintestpl(code,x,t,y,h,g,opt)
gamout(t,y,m,b,c,gamopt("pl",1,"x",x,"bv",bv,opt))
| Subject: | XploRe Application Guide |
| See XploRe: | gintestpl |