 Usage:  mh = lregxestp(x {,h {,K} {,v} })  

 

 Input:



  x                      n x (k+1), the data. In the first p columns 

                         the independent variables, in the last column 

                         the dependent variable. 

                         

  h                      scalar or k x 1 vector, bandwidth. If not 

                         given, 20% of the volume of x[,1:k] is used. 

                         

  v                      m x p, values of the independent variable on 

                         which to compute the regression. If not given, 

                         a grid of length 100 (k=1), length 30 (k=2) 

                         and length 8 (k=3) is used in case of k<4. When 

                         k>=4 then v is set to x. 

                         

 Output:



  mh                     n x (k+1) or m x (k+1) matrix, the first k columns 

                         contain the grid or the sorted x[,1:k], the 

                         second column contains the regression estimate 

                         on the values of the first k columns. 

                         

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

