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| 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: |