MATLAB code for Shape Constrained Kernel-weighted Least Squares (SCKLS)


Adaptations done by
Andrew L. Johnson
Daisuke Yagi

Function to compute the SCKLS estimator of the response y on the data matrix X
Function NEEDS the quadprog function in Optimization Toolbox  in the computer

To run the example files, you NEED the MATLAB code for the Local Polynomial Estimator we developed.

y: the response variable — a column vector of length n
X: the data matrix of the predictors (of size n*d);

For more details, please refer to the following paper:
Shape constrained kernel-weighted least squares: Application to production function estimation for Chilean manufacturing industries
2018. Accepted, Journal of Business and Economic Statistics.


Posted in Code.