 Usage:  y = lpregxest (x,h {,p {,v}})  

 

 Input:



  x                      n x 2, the data. In the first column the 

                         independent, in the second column the 

                         dependent variable. 

                         

  h                      scalar, bandwidth. If not given, the rule of thumb 

                         bandwidth computed by lpregrot is used. 

                         

  p                      integer, order of polynomial. If not given, 

                         p=1 (local linear) is used. p=0 yields the 

                         Nadaraya-Watson estimator. p=2 (local 

                         quadratic) is the highest possible order. 

                         

  v                      m x 1, values of the independent variable on 

                         which to compute the regression. If not given, 

                         x is used. 

                         

 Output:



  mh                     n x 2 or m x 2 matrix, the first column is the 

                         sorted first column of x or the sorted v, the 

                         second column contains the regression estimate 

                         on the values of the first column. 

                         

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

