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1、iSolutionsManualtoAccompanyNonparametricEconometrics(AnswerstoOddNumberedQuestions)TheoryandPracticeCopyright?Z.Liang,D.Ouyang,Q.LiandJ.S.RacineOctober10,2013iiiiContentsPrefacev1DensityEstimation:Solutions12Regression:Solutions133FrequencyEstimationwithMixedData:Solutions234
2、KernelEstimationwithMixedData:Solutions255ConditionalDensityEstimation:Solutions376ConditionalCDFandQuantileEstimation:Solutions437SemiparametricPartiallyLinearModels:Solutions458SemiparametricSingleIndexModels:Solutions479AdditiveandSmooth(Varying)CoecientSemiparametricMode
3、ls:Solutions4910SelectivityModels:Solutions5111CensoredModels:Solutions5312ModelSpeci cationTests:Solutions5513NonsmoothingTests:Solutions5914K-NearestNeighborMethods:Solutions6115NonparametricSeriesMethods:Solutions6516InstrumentalVariablesandEcientEstimationofSemiparametri
4、cModels:Solutions6717EndogeneityinNonparametricRegressionModels:Solutions6918WeaklyDependentData:Solutions71iiiiiiCONTENTSiii19PanelDataModels:Solutions7320TopicsinAppliedNonparametricEstimation:Solutions79Bibliography81iiiiiiiiPrefaceThismonographcontainssolutionstotheexerci
5、sesappearinginLiandRacine(2007).SolutionstotheempiricalexercisesareprovidedintheRenvironmentforstatisticalcomputingandgraphics(www.r-project.org)andmakeuseofthenppackage(Hay eldandRacine(2008))whichmustbeloadedpriortorunningtheexamples(inRtypeinstall.packages("np")followedbyl
6、ibrary("np")).viiiiiiiiChapter1DensityEstimation:SolutionsExercise1.1.Firstcreate(andsortforsomeoftheplotsbelow)thedatausingR:R>x<-c(-0.57,0.25,-0.08,1.40,-1.05,-1.00,0.37,-1.15,0.73,1.59)R>x<-sort(x)(i)Computeandgraphtheparametricdensityfunctionforthisdata(i.e.,compute^and^
7、2)assuminganunderlyingnormaldistribution.R>plot(x,dnorm(x,mean=mean(x),sd=sd(x)),ylab="Density",type="l")0.400.350.30Density0.250.200.15?1.0?0.50.00.51.01.5x(ii)Computeandgraphahistogramforthisdatausingbinwidthsof0.5rangingfrom-1.5through2.0(thedefaultvaluesinR).R>hist(x,pro
8、b=TRUE)1iiii21.DENSITYESTIMATION:SOLUTIONSHistogramofx0.60.50.40.3De
