This is an implementation based on the matlab version of Gautier and
Kitamura's deconvolution method for the bivariate random coefficient
binary response model. Methods based on the fitted object are provided
for predict
, logLik
and plot
.requires orthopolynom
package for Gegenbauer polynomials
rcbr.fit.GK(X, y, control)
a list with components:
grid values
grid values
estimated function values on 2d u x v grid
design matrix
response vector
the design matrix expected to have an intercept column of ones as the first column.
the binary response.
is a list of tuning parameters for the fitting,see
GK.control
for further details.
Gautier and Kitamura for original matlab version, Jiaying Gu and Roger Koenker for the R translation.
Gautier, E. and Y. Kitamura (2013) Nonparametric estimation in random coefficients binary choice models, Ecoonmetrica, 81, 581-607.