llscm.Rdlocal linear estimator of smoothing coefficient model
llscm(formla, xformla = NULL, data, t, h)
| formla | a formula y ~ treatment |
|---|---|
| xformla | one sided formula for x variables to include, e.g. ~x1 + x2 |
| data | the data.frame where y, t, and x are |
| t | conditional at a value T=t |
| h | bandwidth |
a 2*k (k being the dimension of X) vector of coefficients, the first k are the "levels", the second k are the derivatives with respect to each element of X.
data(igm) igm$hs=ifelse(igm$HEDUC=="HS",1,0) igm$col=ifelse(igm$HEDUC=="COL",1,0) formla=lcfincome~lfincome xformla=~hs+col t=mean(igm$lfincome) h=1.2 data=igm llscm(formla,xformla,data,t,h)#> [,1] #> 10.6638915 #> hs 0.3173648 #> col 0.3561751 #> hs 0.6548726 #> col 0.3877274