abs_res function

Absolute residuals of kernel regression of x on y.

This internal function calls the kern function to implement kernel regression with the option residuals=TRUE and returns absolute residuals.

abs_res(x, y)

Arguments

• x: vector of data on the dependent variable
• y: vector of data on the regressor

Returns

absolute values of kernel regression residuals are returned.

Details

The first argument is assumed to be the dependent variable. If abs_res(x,y) is used, you are regressing x on y (not the usual y on x)

Note

This function is intended for internal use.

Examples

## Not run:

set.seed(330)
x=sample(20:50)
y=sample(20:50)
abs_res(x,y)
## End(Not run)

Author(s)

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