Fycondx.llDRlist

either a distribution regression or quantile regression object

object

the values to compute the ecdf for

yvals

a dataframe (can contain multiple rows) with x values

take a particular value of y and predict F(y|x)

Estimates conditional distributions and conditional quantiles. The versions of the methods in this package are primarily for use in multiple step procedures where the first step is to estimate a conditional distribution. In particular, there are functions for implementing distribution regression, quantile regression, and versions of local linear distribution regression; all in a unified framework. Distribution regression provides a way to flexibly model the distribution of some outcome Y conditional on covariates X without imposing parametric assumptions on the conditional distribution but providing more structure than fully nonparametric estimation (See Foresi and Peracchi (1995) <doi:10.2307/2291056> and Chernozhukov, Fernandez-Val, and Melly (2013) <doi:10.3982/ECTA10582>).

Fycondx.llDRlist: Fycondx.llDRlist

Description

Usage

Arguments

Value