| Library: | metrics |
| See also: | adedis simpsonint |
| Quantlet: | ndw | |
| Description: | ndw is an auxiliary macro of adedis. It defines the nadaraya watson estimate of the link as a function of the (estimated) index of continuous explanatory variables. In adedis the simpsonint routine is used to integrate over this function. |
| Usage: | nada=ndw(v) | |
| Input: | ||
| v | n x 1 matrix , domain of NDW; the estimated index of the continuous explanatory variables V=x'b | |
| Output: | ||
| nada | n x 1 matrix. range of NDW; the estimated link G(x'b) | |
| Library: | metrics |
| See also: | adedis simpsonint |