 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, 17.8.2000
