 Usage:  {t,p} = hhtest(vhat,y,yhat,h,{c,{m}})  

 

 Input:



  vhat                   n x 1 matrix with the projected index 

                         

  y                      n x 1 matrix 

                         

  yhat                   n x 1 matrix with the parametric estimate of E(Y|X) 

                         

  h                      scalar (positive) -- the bandwidth for kernel 

                         regression with Quartic kernel 

                         

  c                      scalar 0 =< c < 1 (optional) -- proportion of the 

                         sample to be cut in each extreme. Default is 0.05. 

                         

  m                      n x 1 or the scalar 1. m should be given only for 

                         binary responses. If the data is binomial m is the 

                         vector with the binomial coeficients. If the data is 

                         bernouli, m=1. m is necessary to calculate the vari- 

                         ance of y. If y is not binary the variance will be 

                         given by a nonparametric regression of (y-fhat)^2 

                         on vhat. 

                         

 Output:



  t                      scalar -- the statistic value 

                         

  p                      scalar -- the p-value of t 

                         

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

