 Usage:  {delt,alphahat,lim,hd}=adedis(z,x,y,h,hfac,c0,c1)  

 

 Input:



  z                      n x d1 matrix , the observed discrete explanatory variables 

                         

  x                      n x d2 matrix , the observed continuous explanatory variables 

                         

  y                      n x 1 matrix , the observed response variable 

                         

  h                      d2 x 1 or 1 x 1 matrix , bandwidth for dwade etimation 

                         

  hfac                   scalar, to scale bandwidth for estimation of the link function 

                         

  c0,c1                  scalars , monotonicity constants 

                         

 Output:



  delta                  d2 x 1 matrix, the density weighted average 

                         derivative estimates of the coefficients of 

                         the elements of x. 

                         

  alphahat               d1 x 1 matrix, the estimates of the coefficients of 

                         the elements of z. 

                         

  lim                    2 x 1 matrix, the limits of integration corrsponding to the 

                         parameters v0 and v1 in the paper of Horowitz and Haerdle. 

                         

  hd                     d3 x 1 matrix , bandwidth for estimation of the link function 

                         for each of the d3 distinct values of the matrix z 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

