formulaDeriv


a formula object, with the response Y on the left of a ~ operator, and the covariate terms, separated by + operators on the right, not including the regressor whose effect is to be estimated nonparametrically. Operators such as '*', ':', 'log()', and 'I()' are allowable. However, factor variables should be constructed prior to entry in the formula: the 'factor()' operator is not allowable.


inFormula


a character object giving the name of the variable with respect to which the derivative will be taken.


derivVar


a data.frame in which to interpret the variables named in the <code>formula</code> and <code>derivVar</code> arguments.


data


an integer: the number of derivatives to be taken.


nDerivs


Takes the symbolic derivative (or multiple derivatives) of the right hand side of a formula and returns a matrix with the derivative evaluated at each observation in a dataset


Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.

formulaDeriv: Derivative of Right Hand Side of Formula

Description

Usage

Arguments

Value

See Also