Function to create the matrix of the support points for the common regressors Xc
create_values(dimX, c_var, Rdata)
a matrix of the values of the support points for the common regressors Xc
the dimension of the common regressors Xc.
the label of these regressors.
dataset containing (Xnc,Xc) where Xnc are the non commonly observed regressors, Xc are potential common regressors.