NLhat function

Compute fitted values from kernel regression of x on y and y on x

This is an auxiliary function for gmcmtxBlk.' It uses two numerical vectors (x, y) of same length to create two vectors (xhat, yhat) of fitted values using nonlinear kernel regressions. It uses package np' called by kern function to kernel regress x on y, and conversely y on x. It uses the option residuals=TRUE' of kern'

NLhat(x, y)

Arguments

• x: A column vector of x data
• y: A column vector of y data

Returns

two vectors named xhat and yhat for fitted values

Examples

## Not run:

set.seed(34);x=sample(1:15);y=sample(1:15)
NLhat(x,y)
## End(Not run)

See Also

See Also as gmcmtxBlk.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY