The coef method for local polynomial density bandwidth selection objects.
# S3 method for lpbwcde
coef(object, ...)A matrix containing y_grid points and selected bandwidths.
Class "lpbwcde" object, obtained by calling lpbwcde.
Other arguments.
Matias D. Cattaneo, Princeton University. cattaneo@princeton.edu.
Rajita Chandak (maintainer), Princeton University. rchandak@princeton.edu.
Michael Jansson, University of California Berkeley. mjansson@econ.berkeley.edu.
Xinwei Ma, University of California San Diego. x1ma@ucsd.edu.
lpbwcde for data-driven bandwidth selection.
Supported methods: coef.lpbwcde, print.lpbwcde, summary.lpbwcde.
n=100 x_data = as.matrix(rnorm(n, mean=0, sd=1)) y_data = as.matrix(rnorm(n, mean=0, sd=1)) y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1))bandwidth selection
y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1)) model2 = lpcde::lpbwcde(y_data=y_data, x_data=x_data, x=0, y_grid = y_grid, bw_type = "mse-rot") coef(model2)