|
|
| Subject: | XploRe: Learning Guide |
| See XploRe: |
| Quantlet: | metric03 | |
| Description: | Illustrates density weighted average derivative estimation. | |
| Download: | metric03.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
h = 0.3
d = dwade(x,y,h)
(d/d[1])~(beta/beta[1])
| Subject: | XploRe: Learning Guide |
| See XploRe: |