llSplines function

Local Linear Splines Generator for Model Objects

It generates a matrix of basis functions using local linear splines. The number of basis functions and the breaking points are determined by the knot specifications of the slseModel or cslseModel model.

## S3 method for class 'slseModel'
llSplines(object, ...)
## S3 method for class 'cslseModel'
llSplines(object, ...)

Arguments

• object: A model of class slseModel or cslseModel.
• ...: Additional arguments to pass to other methods. Currently not used.

Returns

The function returns a matrix of basis functions used to estimate the semiparametric model. It is used directly as regressor in lm as shown in the example below.

Examples

data(simDat3)

## We manually estimate the semiparametric model

mod1 <- slseModel(Y ~ X1 * X2, data = simDat3)
U <- llSplines(mod1)
fit1 <- lm(Y ~ U, data = simDat3)

## We use estSLSE instead (results are identical)

fit2 <- estSLSE(mod1)