makefunobj |
type=arg (default= “coef”) | Type of result to save: coefficients (“coef”), residuals (“res”), bias (“bias”), covariances involving a single coefficient (“cov”), correlations involving a single coefficient (“cor”), confidence intervals (“ci”). If saving covariances or correlations, you may identify the coefficient of interest using the “coefid=” option. |
wf | Make output of workfile length. Note: this option is only relevant if estimation was evaluated over the functional coefficient variable values. |
derivs | Include derivative coefficients as part of the output (for all but “type=resid”). Use derivative coefficients are part of the calculation (when type=resid”). |
nodups | Duplicate observations for in the set of functional coefficient evaluation points are removed. |
sort | Rows of the output matrix are sorted in increasing order of the functional coefficient evaluation points. |
plth =arg (default = “cv”) | Pilot bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), user-defined (“user”). |
pltbw=arg (default =1) | User-defined bandwidth (if “plth=user”). |
plthmin=arg (default = 0.1) | Bandwidth grid search minimum value (if not “plth=user”). |
plthmax=arg (default =1) | Bandwidth grid search maximum value (if not “plth=user”). |
plthlen=integer (default = 100) | Bandwidth grid search length (if not “plth=user”). |
plthinc=integer (default = 10) | Bandwidth grid search increment step percentage increase (if not “plth=user”). |
plthcup=integer (default = 10) | Stop rule: consecutive increases of objective function before stop (not available when “plth=user”). |
pltm=arg (default = 10) | Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “plth=cv”). |
pltq=integer (default = 4) | Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “plth=cv”). |
auxk=integer (default = 2) | Estimation polynomial degree for pilot stage in excess of final stage degree. This number should always be an even positive integer. |
coefid=integer (default = 1) | Coefficient ID for which covariances or correlations are produced when “type=cov” or “type=cov”. |
seband | Produce standard error bands instead of confidence intervals. |
sewidth =integer (default = 1) | Number of standard errors to use as half-width of confidence band (when “seband” is specified). |
cilevel =arg (default = 0.95) | Confidence interval coverage as a number between 0 and 1 (not applicable when “seband” is specified). |
nobias | Ignore bias in confidence interval determination. |