Dear members,
I'm trying to estimate a varying coefficients model using the local polynomial
estimation method in two case (univariate and bivariate) and with two smooth
functions.
In the univariate case I use:
m1<-smooth.lf(x=lp(z1,by=x1,deg=1,h=0.7,ev=z1)+lp(z3,by=expl2,deg=1,h=0.7,ev=z1)-1,y=dep,kern="gauss",kt="prod")
while in the bivariate case I use:
m1<-smooth.lf(x=lp(z1,z2,by=x1,deg=1,h=0.7,ev=z1)+lp(z3,z4,by=expl2,deg=1,h=0.7,ev=z1)-1,y=dep,kern="gauss",kt="prod")
where the varying coefficient variable is (x1) that is a random normal variable
and (z1,z2,z3,z4) are also random normal variables.
My problem is that when I increase the sample size the bivariate case doesn't
work because appers an error "newsplit".
Please, can somebody help me? I don't know if I use correctly the term "by" to
especify the varying coefficient.
I'll appreciate any query.
Thanks a lot
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