Adaptations done by

Andrew L. Johnson ajohnson@tamu.edu

Daisuke Yagi d.yagi@tamu.edu

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*.