 Usage:  {fh,c} = interact(t,y,h,g,loc,incl{,tg})  

 

 Input:



  t                      n x p matrix , the observed explanatory variable 

                         

  y                      n x 1 vector , the observed 

                         response variables 

                         

  h                      p x 1 or 1 x 1 matrix , chosen bandwidth for 

                         the directions of interest in the estimation step 

                         

  g                      p x 1 or 1 x 1 matrix , chosen bandwidth for 

                         the directions not of interest in the estimation step 

                         

  loc                    scalar in {0,1,2}, the degree of the local polynomial 

                         smoother 

                         

  incl                   pp x 2 matrix, in the rows have to be all pairs 

                         of indices for interactions which shall be included 

                         in the model. 

                         

  tg                     ng x p matrix , if grid is wished, tg is the grid on 

                         which we will estimate. Attention ! If you estimate on 

                         a grid, the estimates of the interaction functions 

                         are estimated up to a constant shift. Further, if you 

                         try to extrapolate, the estimate will be zero minus 

                         a centering constant. 

                         

 Output:



  mod.fh                 n x (p+pp) matrix, estimates for the functions 

                         

  mod.c                  scalar, the overall constant 

                         

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

