 Usage:  res = plmhetexog(x,t,y,w,h,{h1})  

 

 Input:



  x                      n x p matrix, the design 

                         

  t                      n x 1 matrix, the design in [0, 1] 

                         

  y                      n x 1 matrix, the response 

                         

  w                      n x 1 matrix, the response 

                         

  h                      p x 1 matrix or scalar, chosen bandwidth 

                         

  h1                     scalar, chosen bandwidth 

                         

 Output:



  res.hbetals            p x 1 matrix, LS estimate of parameter 

                         

  res.hbeta              p x 1 matrix, the estimate based on our method 

                         

  res.hg0                n x 1 matrix, estimate of nonparameter function 

                         based on res.hbetals 

                         

  res.hg                 n x 1 matrix, estimate of nonparameter function 

                         based on res.hbeta 

                         

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

