bandwidth_CI function

Multivariate mixed bandwidth selection for exogenous variables

A function for the selection of optimal multivariate mixed bandwidths for the kernel density estimation of continuous and discrete exogenous variables.

bandwidth_CI(x, indic_col, ngood, nbad, Q=NULL, Q_ord=NULL)

Arguments

• x: A data frame containing simple indicators.
• indic_col: Simple indicators column number.
• ngood: The number of desirable outputs; it has to be greater than 0.
• nbad: The number of undesirable outputs; it has to be greater than 0.
• Q: A matrix containing continuous exogenous variables.
• Q_ord: A matrix containing discrete exogenous variables.

Returns

• bandwidth: A matrix containing the optimal bandwidths for the exogenous variables indicate in Q and Q_ord.

• ci_method: "bandwidth_CI

Details

Author thanks Nicky Rogge for his help and for making available the original code of the bandwidth function.

Author(s)

Fusco E., Rogge N.

Examples

data(EU_2020)
indic <- c("employ_2011", "gasemiss_2011","deprived_2011")  
dat   <- EU_2020[-c(10,18),indic]
Q_GDP <- EU_2020[-c(10,18),"percGDP_2011"]

# Conditional robust BoD Constrained VWR
band = bandwidth_CI(dat, ngood=1, nbad=2, Q = Q_GDP)