Code
MATLAB code for Shape Constrained Kernel-weighted Least Squares (SCKLS)
January 18th, 2018
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 —[...]
MATLAB code for Local Polynomial Estimator
January 18th, 2018
Adaptations done by
Andrew L. Johnson ajohnson@tamu.edu
Daisuke Yagi d.yagi@tamu.edu
Function to compute the (unconstrained) local polynomial regression of the response y on the data matrix X
Function NEEDS the quadprog function in Optimization Toolbox in the computer
y: the response variable — a column vector of length n
X: the data matrix of the predictors (of size[...]
GAMS Tutorial
June 15th, 2015
This file contains the set of GAMS codes that was developed for a GAMS tutorial at EWEPA XIV held in June 2015 in Helsinki Finland. Please see the codes inside the zip file.
Tutorial (files)[...]
MATLAB code for Constrained Weighted Bootstrap with y-space objective function
June 9th, 2015
This is the code for Constrained Weighted Bootstrap with y-space objective function written by Daisuke Yagi (d.yagi@tamu.edu).
Constrained Weighted Bootstrap is developed by Hall & Huang (2001) and Du et al. (2013).
ExperimentSettings.m file is the summary of the setting of Monte Carlo Simulation. You can run this file after you set every parameters for the[...]
MATLAB code for Kernel Weighted Convex Regression
June 7th, 2015
This is the code for Kernel Weighted Convex Regression written by Daisuke Yagi (d.yagi@tamu.edu).
We have two versions of KWCR: fixed bandwidth and variable bandwidth (KNN). ExperimentSettings.m file is the summary of the setting of Monte Carlo Simulation. You can run this file after you set every parameters for the experiments.
If[...]
MATLAB code for Convex Nonparametric Least Square with Efficient Algorithm
June 7th, 2015
The first version of this code was created by Bodhisattva Sen at Columbia University. What is presented here is a slightly adapted version to aid in the estimation of CNLS.
Adaptations done by
Andrew L. Johnson ajohnson@tamu.edu
Jose Luis Preciado jpreciado@tamu.edu
Daisuke Yagi d.yagi@tamu.edu
Function to compute the CONVEX Regression of the response y on the data[...]
GAMS code for DEA
January 9th, 2015
This file contains the set of GAMS codes for DEA that was developed for a GAMS tutorial at EWEPA XIII held in June 2013 in Helsinki Finland. Please see the introduction of codes inside the zip file.
Download
[...]
GAMS code for CNLS
January 9th, 2015
This file contains the set of GAMS codes for CNLS that was developed for a GAMS tutorial at EWEPA XIII held in June 2013 in Helsinki Finland. Please see the introduction of codes inside the zip file.
Download[...]
MATLAB code for Convex Nonparametric Least Square
December 1st, 2014
The first version of this code was created by Bodhisattva Sen at Columbia University. What is presented here is a slightly adapted version to aid in the estimation of CNLS.
Adaptations done by Andrew L. Johnson ajohnson@tamu.edu
Function to compute the CONVEX Regression of the response y on the data matrix x
Function NEEDS the[...]
MATLAB code for A Birth-Death Markov Chain Monte Carlo Method to Estimate the Number of States in a State-Contingent Production Frontier Model
December 1st, 2014
To run BDMCMC with the Tarlac rice dataset
Place all contents of this package on the same folder and make it the active folder in Matlab.
BDMCMC_Dummy_Trend_Mono runs the monotonicity-constrained dummy time trend model.
BDMCMC_Linear_Trend_Mono runs the monotonicity-constrained linear time trend model.
RiceIM contains the dataset scaled to input means (used on the estimation[...]