Perform estimation or prediction under the simultaneous envelope model.
pred.stenv(m, Xnew)A list containing estimators and other statistics inherited from stenv.
The value of X with which to estimate or predict Y. A p dimensional vector.
The output is a list that contains following components.
The fitted value or the predicted value evaluated at Xnew.
The covariance matrix of the fitted value at Xnew.
The standard error of the fitted value at Xnew.
The covariance matrix of the predicted value at Xnew.
The standard error of the predicted value at Xnew.
This function evaluates the simultaneous envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.
# NOT RUN {
data(fiberpaper)
X <- fiberpaper[ , 5:7]
Y <- fiberpaper[ , 1:4]
m <- stenv(X, Y, 2, 3)
m
pred.res <- pred.stenv(m, X[1, ])
pred.res
# }
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