multivariate bandwidth: regband

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multivariate bandwidth: regband

Soberon Velez, Alexandra Pilar
Hello to everybody,

Somebody know how I can apply the instruction (regband) of the package (locfit) to a multivariate covariate. In the instructions states that the formula has to have only one predictor.

How can I use that when I have an unknown function with two predictors, m(X,Z)?

Is there any other way to get a bivariate bandwidth in a local regression polynomial?

I'll appreciate any query. I'm very lost and very desperate. I cannot find a solution.

Thank you a lot in advance.

Alexandra

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