tvRE
estimate time-varying coefficient of a random effects
panel data model using kernel smoothing.
tvRE(x, ...) # S3 method for matrix tvRE( x, y, z = NULL, ez = NULL, bw, Sigma = NULL, neq, obs, est = c("lc", "ll"), tkernel = c("Triweight", "Epa", "Gaussian"), ... ) # S3 method for tvplm tvRE(x, ...)
x | An object used to select a method. |
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... | Other arguments passed to specific methods. |
y | A vector with dependent variable. |
z | A vector with the variable over which coefficients are smooth over. |
ez | (optional) A scalar or vector with the smoothing values. If values are included then the vector z is used. |
bw | A numeric vector with the bandwidth. |
Sigma | NULL (default) or a matrix of size obs x obs.. |
neq | A scalar with the number of equations |
obs | A scalar with the number of time observations |
est | The nonparametric estimation method, one of "lc" (default) for linear constant or "ll" for local linear. |
tkernel | A character, either "Triweight" (default), "Epa" or "Gaussian" kernel function. |
tvRE
returns a list containing:
A vector of length obs, number of observations with the time-varying estimates.
A vector of length obs with the fited values from the estimation.
A vector of length obs with the residuals from the estimation.
A vector of length neq with the fixed effects.