 Usage:  {xs, mh} = looreg (x, y, h)  

 

 Input:



  x                      n x p matrix, observations of explanatory variables 

                         

  y                      n x 1 matrix, observations of the dependent variable 

                         

  h                      n x p matrix. or 1 x p vector, 

                         or n x 1 vector, or scalar depending on whether 

                         one wants to use global or local bandwidth and if 

                         one uses the same bandwidth in all directions or 

                         one for each direction. 

                         

 Output:



  xy                     n x (p+1) matrix, the sorted data, the first p columns 

                         contain the sorted observations of the explanatory 

                         while the last column contains the sorted observations 

                         of the dependent variable 

                         

  mh                     n x 1 matrix, the sorted leave-one-out regression estimates 

                         

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

