I have tried several commands in "np" package, like "npregbw". I cannot find a command that can apply to the case with multivariate dependent variables.
My original problem is to evaluate several conditional moments nonparametrically. That is E(y|x=x_0) with y a 2X1 variables. I cannot do them separately because finally I also need to evaluate Var(y|x=x_0). My thought is doing this: 1. evaluate E(y1|x=x_0) and E(y2|x=x_0) separately; 2. Var(y|x=x_0)=E(yy'|x=x_0)-E(y|x=x_0)E(y|x=x_0)', so I evaluate E(yy'|x=x_0) by evaluating E(y1y1|x=x_0), E(y1y2|x=x_0), E(y2y2|x=x_0) separately. Then put them in the right order to form a 2X2 matrix. Am I right if I do this? And is there direct way to do this? Thank you for suggestions. -- Best Regards, Zheng, Ying [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.