General Purpose Plotting of Nonparametric Objects
np.plot.Rdnpplot is invoked by plot and generates plots of
nonparametric statistical objects such as regressions, quantile
regressions, partially linear regressions, single-index models,
densities and distributions, given training data and a bandwidth
object.
Usage
npplot(bws = stop("'bws' has not been set"), ..., random.seed = 42)
# S3 method for class 'bandwidth'
npplot(bws,
xdat,
data = NULL,
xq = 0.5,
xtrim = 0.0,
neval = 50,
common.scale = TRUE,
perspective = TRUE,
main = NULL,
type = NULL,
border = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
zlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
zlim = NULL,
lty = NULL,
lwd = NULL,
theta = 0.0,
phi = 10.0,
view = c("rotate","fixed"),
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.boot.num = 399,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = min(neval,25),
plot.bxp = FALSE,
plot.bxp.out = TRUE,
plot.par.mfrow = TRUE,
...,
random.seed)
# S3 method for class 'conbandwidth'
npplot(bws,
xdat,
ydat,
data = NULL,
xq = 0.5,
yq = 0.5,
xtrim = 0.0,
ytrim = 0.0,
neval = 50,
gradients = FALSE,
common.scale = TRUE,
perspective = TRUE,
main = NULL,
type = NULL,
border = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
zlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
zlim = NULL,
lty = NULL,
lwd = NULL,
theta = 0.0,
phi = 10.0,
tau = 0.5,
view = c("rotate","fixed"),
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.boot.num = 399,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = min(neval,25),
plot.bxp = FALSE,
plot.bxp.out = TRUE,
plot.par.mfrow = TRUE,
...,
random.seed)
# S3 method for class 'plbandwidth'
npplot(bws,
xdat,
ydat,
zdat,
data = NULL,
xq = 0.5,
zq = 0.5,
xtrim = 0.0,
ztrim = 0.0,
neval = 50,
common.scale = TRUE,
perspective = TRUE,
gradients = FALSE,
main = NULL,
type = NULL,
border = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
zlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
zlim = NULL,
lty = NULL,
lwd = NULL,
theta = 0.0,
phi = 10.0,
view = c("rotate","fixed"),
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.boot.num = 399,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = min(neval,25),
plot.bxp = FALSE,
plot.bxp.out = TRUE,
plot.par.mfrow = TRUE,
...,
random.seed)
# S3 method for class 'rbandwidth'
npplot(bws,
xdat,
ydat,
data = NULL,
xq = 0.5,
xtrim = 0.0,
neval = 50,
common.scale = TRUE,
perspective = TRUE,
gradients = FALSE,
main = NULL,
type = NULL,
border = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
zlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
zlim = NULL,
lty = NULL,
lwd = NULL,
theta = 0.0,
phi = 10.0,
view = c("rotate","fixed"),
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.num = 399,
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = min(neval,25),
plot.bxp = FALSE,
plot.bxp.out = TRUE,
plot.par.mfrow = TRUE,
...,
random.seed)
# S3 method for class 'scbandwidth'
npplot(bws,
xdat,
ydat,
zdat = NULL,
data = NULL,
xq = 0.5,
zq = 0.5,
xtrim = 0.0,
ztrim = 0.0,
neval = 50,
common.scale = TRUE,
perspective = TRUE,
gradients = FALSE,
main = NULL,
type = NULL,
border = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
zlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
zlim = NULL,
lty = NULL,
lwd = NULL,
theta = 0.0,
phi = 10.0,
view = c("rotate","fixed"),
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.num = 399,
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = min(neval,25),
plot.bxp = FALSE,
plot.bxp.out = TRUE,
plot.par.mfrow = TRUE,
...,
random.seed)
# S3 method for class 'sibandwidth'
npplot(bws,
xdat,
ydat,
data = NULL,
common.scale = TRUE,
gradients = FALSE,
main = NULL,
type = NULL,
cex.axis = NULL,
cex.lab = NULL,
cex.main = NULL,
cex.sub = NULL,
col = NULL,
ylab = NULL,
xlab = NULL,
sub = NULL,
ylim = NULL,
xlim = NULL,
lty = NULL,
lwd = NULL,
plot.behavior = c("plot","plot-data","data"),
plot.errors.method = c("none","bootstrap","asymptotic"),
plot.errors.boot.num = 399,
plot.errors.boot.method = c("inid", "fixed", "geom"),
plot.errors.boot.blocklen = NULL,
plot.errors.center = c("estimate","bias-corrected"),
plot.errors.type = c("standard","quantiles"),
plot.errors.quantiles = c(0.025,0.975),
plot.errors.style = c("band","bar"),
plot.errors.bar = c("|","I"),
plot.errors.bar.num = NULL,
plot.par.mfrow = TRUE,
...,
random.seed)Arguments
- bws
a bandwidth specification. This should be a bandwidth object returned from an invocation of
npudensbw, npcdensbw,npregbw, npplregbw, npindexbw, ornpscoefbw.- ...
additional arguments supplied to control various aspects of plotting, depending on the type of object to be plotted, detailed below.
- data
an optional data frame, list or environment (or object coercible to a data frame by
as.data.frame) containing the variables in the model. If not found in data, the variables are taken fromenvironment(bws), typically the environment where the bandwidth object was generated.- xdat
a \(p\)-variate data frame of sample realizations (training data).
- ydat
a \(q\)-variate data frame of sample realizations (training data). In a regression or conditional density context, this is the dependent data.
- zdat
a \(p\)-variate data frame of sample realizations (training data).
- xq
a numeric \(p\)-vector of quantiles. Each element \(i\) of
xqcorresponds to the \(i\)th column oftxdat. Defaults to the median (0.5). See details.- yq
a numeric \(q\)-vector of quantiles. Each element \(i\) of
yqcorresponds to the \(i\)th column oftydat. Only to be specified in a conditional density context. Defaults to the median (0.5). See details.- zq
a numeric \(q\)-vector of quantiles. Each element \(i\) of
zqcorresponds to the \(i\)th column oftzdat. Only to be specified in a semiparametric model context. Defaults to the median (0.5). See details.- xtrim
a numeric \(p\)-vector of quantiles. Each element \(i\) of
xtrimcorresponds to the \(i\)th column oftxdat. Defaults to0.0. See details.- ytrim
a numeric \(q\)-vector of quantiles. Each element \(i\) of
ytrimcorresponds to the \(i\)th column oftydat. Defaults to0.0. See details.- ztrim
a numeric \(q\)-vector of quantiles. Each element \(i\) of
ztrimcorresponds to the \(i\)th column oftzdat. Defaults to0.0. See details.- neval
an integer specifying the number of evaluation points. Only applies to continuous variables however, as discrete variables will be evaluated once at each category. Defaults to
50.- common.scale
a logical value specifying whether or not all graphs are to be plotted on a common scale. Defaults to
TRUE.- perspective
a logical value specifying whether a perspective plot should be displayed (if possible). Defaults to
TRUE.- gradients
a logical value specifying whether gradients should be plotted (if possible). Defaults to
FALSE.- main
optional title, see
title. Defaults toNULL.- sub
optional subtitle, see
sub. Defaults toNULL.- type
optional character indicating the type of plotting; actually any of the types as in
plot.default. Defaults toNULL.- border
optional character indicating the border of plotting; actually any of the borders as in
plot.default. Defaults toNULL.- cex.axis
The magnification to be used for axis annotation relative to the current setting of cex.
- cex.lab
The magnification to be used for x and y labels relative to the current setting of cex.
- cex.main
The magnification to be used for main titles relative to the current setting of cex.
- cex.sub
The magnification to be used for sub-titles relative to the current setting of cex.
- col
optional character indicating the color of plotting; actually any of the colours as in
plot.default. Defaults toNULL.- ylab
optional character indicating the y axis label of plotting; actually any of the ylabs as in
plot.default. Defaults toNULL.- xlab
optional character indicating the x axis label of plotting; actually any of the xlabs as in
plot.default. Defaults toNULL.- zlab
optional character indicating the z axis label of plotting; actually any of the zlabs as in
plot.default. Defaults toNULL.- ylim
optional a two-element numeric vector of the minimum and maximum y plotting limits. Defaults to
NULL.- xlim
a two-element numeric vector of the minimum and maximum x plotting limits. Defaults to
NULL.- zlim
a two-element numeric vector of the minimum and maximum z plotting limits. Defaults to
NULL.- lty
a numeric value indicating the line type of plotting; actually any of the ltys as in
plot.default. Defaults to1.- lwd
a numeric value indicating the width of the line of plotting; actually any of the lwds as in
plot.default. Defaults to1.- theta
a numeric value specifying the starting azimuthal angle of the perspective plot. Defaults to
0.0.- phi
a numeric value specifying the starting zenith angle of the perspective plot. Defaults to
10.0.- tau
a numeric value specifying the \(\tau\)th quantile is desired when plotting quantile regressions. Defaults to
0.5.- view
a character string used to specify the viewing mode of the perspective plot. Can be set as
rotateorfixed. Defaults torotate.- plot.behavior
a character string used to specify the net behavior of
npplot. Can be set asplot,plot-dataordata. Defaults toplot. See value.- plot.errors.method
a character string used to specify the method to calculate errors. Can be set as
none,bootstrap, orasymptotic. Defaults tonone.- plot.errors.boot.method
a character string used to specify the bootstrap method. Can be set as
inid,fixed, orgeom(see below for details). Defaults toinid.- plot.errors.boot.blocklen
an integer used to specify the block length \(b\) for the
fixedorgeombootstrap (see below for details).- plot.errors.boot.num
an integer used to specify the number of bootstrap samples to use for the calculation of errors. Defaults to
399.- plot.errors.center
a character string used to specify where to center the errors on the plot(s). Can be set as
estimateorbias-corrected. Defaults toestimate.- plot.errors.type
a character string used to specify the type of error to calculate. Can be set as
standardorquantiles. Defaults tostandard.- plot.errors.quantiles
a numeric vector specifying the quantiles of the statistic to calculate for the purpose of error plotting. Defaults to
c(0.025,0.975).- plot.errors.style
a character string used to specify the style of error plotting. Can be set as
bandorbar. Defaults toband. Bands are not drawn for discrete variables.- plot.errors.bar
a character string used to specify the error bar shape. Can be set as
|(vertical bar character) for a dashed vertical bar, or asIfor an ‘I’ shaped error bar with horizontal bounding bars. Defaults to|.- plot.errors.bar.num
an integer specifying the number of error bars to plot. Defaults to
min(neval,25).- plot.bxp
a logical value specifying whether boxplots should be produced when appropriate. Defaults to
FALSE.- plot.bxp.out
a logical value specifying whether outliers should be plotted on boxplots. Defaults to
TRUE.- plot.par.mfrow
a logical value specifying whether
par(mfrow=c(,))should be called before plotting. Defaults toTRUE.- random.seed
an integer used to seed R's random number generator. This ensures replicability of the bootstrapped errors. Defaults to 42.
Details
npplot is a general purpose plotting routine for visually
exploring objects generated by the np library, such as
regressions, quantile regressions, partially linear regressions,
single-index models, densities and distributions. There is no need to
call npplot directly as it is automatically invoked when
plot is used with an object generated by the np
package.
Visualizing one and two dimensional datasets is a straightforward
process. The default behavior of npplot is to generate a
standard 2D plot to visualize univariate data, and a perspective plot
for bivariate data. When visualizing higher dimensional data,
npplot resorts to plotting a series of 1D slices of the
data. For a slice along dimension \(i\), all other variables at
indices \(j \ne i\) are held constant at the quantiles
specified in the \(j\)th element of xq. The default is the
median.
The slice itself is evaluated on a uniformly spaced sequence of
\(neval\) points. The interval of evaluation is determined by the
training data. The default behavior is to evaluate from
min(txdat[,i]) to max(txdat[,i]). The xtrim
variable allows for control over this behavior. When xtrim is
set, data is evaluated from the xtrim[i]th quantile of
txdat[,i] to the 1.0-xtrim[i]th quantile of
txdat[,i].
Furthermore, xtrim can be set to a negative
value in which case it will expand the limits of the evaluation
interval beyond the support of the training data, by measuring the
distance between min(txdat[,i]) and the xtrim[i]th
quantile of txdat[,i], and extending the support by that
distance on the lower limit of the interval. npplot uses an
analogous procedure to extend the upper limit of the interval.
Bootstrap resampling is conducted pairwise on \((y,X,Z)\) (i.e., by
resampling from rows of the \((y,X)\) data or \((y,X,Z)\) data
where appropriate). inid admits general
heteroskedasticity of unknown form, though it does not allow for
dependence. fixed conducts Kunsch's (1988) block bootstrap
for dependent data, while geom conducts Politis and
Romano's (1994) stationary bootstrap.
For consistency of the block and stationary bootstrap, the (mean) block length \(b\) should grow with the sample size \(n\) at an appropriate rate. If \(b\) is not given, then a default growth rate of \(const \times n^{1/3}\) is used. This rate is “optimal” under certain conditions (see Politis and Romano (1994) for more details). However, in general the growth rate depends on the specific properties of the DGP. A default value for \(const\) (\(3.15\)) has been determined by a Monte Carlo simulation using a Gaussian AR(1) process (AR(1)-parameter of 0.5, 500 observations). \(const\) has been chosen such that the mean square error for the bootstrap estimate of the variance of the empirical mean is minimized.
Value
Setting plot.behavior will instruct npplot what data
to return. Option summary:plot: instruct npplot to just plot the data and
return NULL plot-data: instruct npplot to plot the data and return
the data used to generate the plots. The data will be a list of
objects of the appropriate type, with one object per plot. For
example, invoking npplot on 3D density data will have it
return a list of three npdensity objects. If biases were calculated,
they are stored in a component named biasdata: instruct npplot to generate data only and no plots
References
Aitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,” Biometrika, 63, 413-420.
Hall, P. and J.S. Racine and Q. Li (2004), “Cross-validation and the estimation of conditional probability densities,” Journal of the American Statistical Association, 99, 1015-1026.
Kunsch, H.R. (1989), “The jackknife and the bootstrap for general stationary observations,” The Annals of Statistics, 17, 1217-1241.
Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press.
Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.
Politis, D.N. and J.P. Romano (1994), “The stationary bootstrap,” Journal of the American Statistical Association, 89, 1303-1313.
Scott, D.W. (1992), Multivariate Density Estimation. Theory, Practice and Visualization, New York: Wiley.
Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.
Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,” Biometrika, 68, 301-309.
Author
Tristen Hayfield tristen.hayfield@gmail.com, Jeffrey S. Racine racinej@mcmaster.ca
Usage Issues
If you are using data of mixed types, then it is advisable to use the
data.frame function to construct your input data and not
cbind, since cbind will typically not work as
intended on mixed data types and will coerce the data to the same
type.
Examples
if (FALSE) { # \dontrun{
# EXAMPLE 1: For this example, we load Giovanni Baiocchi's Italian GDP
# panel (see Italy for details), then create a data frame in which year
# is an ordered factor, GDP is continuous, compute bandwidths using
# likelihood cross-validation, then create a grid of data on which the
# density will be evaluated for plotting purposes
data("Italy")
attach(Italy)
data <- data.frame(ordered(year), gdp)
# Compute bandwidths using likelihood cross-validation (default). Note
# that this may take a minute or two depending on the speed of your
# computer...
bw <- npudensbw(dat=data)
# You can always do things manually, as the following example demonstrates
# Create an evaluation data matrix
year.seq <- sort(unique(year))
gdp.seq <- seq(1,36,length=50)
data.eval <- expand.grid(year=year.seq,gdp=gdp.seq)
# Generate the estimated density computed for the evaluation data
fhat <- fitted(npudens(tdat = data, edat = data.eval, bws=bw))
# Coerce the data into a matrix for plotting with persp()
f <- matrix(fhat, length(unique(year)), 50)
# Next, create a 3D perspective plot of the PDF f
persp(as.integer(levels(year.seq)), gdp.seq, f, col="lightblue",
ticktype="detailed", ylab="GDP", xlab="Year", zlab="Density",
theta=300, phi=50)
# Sleep for 5 seconds so that we can examine the output...
Sys.sleep(5)
# However, npplot simply streamlines this process and aids in the
# visualization process (<ctrl>-C will interrupt on *NIX systems, <esc>
# will interrupt on MS Windows systems).
plot(bw)
# npplot also streamlines construction of variability bounds (<ctrl>-C
# will interrupt on *NIX systems, <esc> will interrupt on MS Windows
# systems)
plot(bw, plot.errors.method = "asymptotic")
# EXAMPLE 2: For this example, we simulate multivariate data, and plot the
# partial regression surfaces for a locally linear estimator and its
# derivatives.
set.seed(123)
n <- 100
x1 <- runif(n)
x2 <- runif(n)
x3 <- runif(n)
x4 <- rbinom(n, 2, .3)
y <- 1 + x1 + x2 + x3 + x4 + rnorm(n)
X <- data.frame(x1, x2, x3, ordered(x4))
bw <- npregbw(xdat=X, ydat=y, regtype="ll", bwmethod="cv.aic")
plot(bw)
# Sleep for 5 seconds so that we can examine the output...
Sys.sleep(5)
# Now plot the gradients...
plot(bw, gradients=TRUE)
# Plot the partial regression surfaces with bias-corrected bootstrapped
# nonparametric confidence intervals... this may take a minute or two
# depending on the speed of your computer as the bootstrapping must be
# completed prior to results being displayed...
plot(bw,
plot.errors.method="bootstrap",
plot.errors.center="bias-corrected",
plot.errors.type="quantiles")
# Note - if you wished to create, say, a postscript graph for inclusion
# in, say, a latex document, use R's `postscript' command to switch to
# the postscript device (turn off the device once completed). The
# following will create a disk file `graph.ps' that can be pulled into,
# say, a latex document via \includegraphics[width=5in, height=5in,
# angle=270]{graph.ps}
# Note - make sure to include the graphicx package in your latex
# document via adding \usepackage{graphicx} in your latex file. Also,
# you might want to use larger fonts, which can be achieved by adding the
# pointsize= argument, e.g., postscript(file="graph.ps", pointsize=20)
postscript(file="graph.ps")
plot(bw)
dev.off()
# The following latex file compiled in the same directory as graph.ps
# ought to work (remove the #s and place in a file named, e.g.,
# test.tex).
# \documentclass[]{article}
# \usepackage{graphicx}
# \begin{document}
# \begin{figure}[!ht]
# \includegraphics[width=5in, height=5in, angle=270]{graph.ps}
# \caption{Local linear partial regression surfaces.}
# \end{figure}
# \end{document}
# EXAMPLE 3: This example demonstrates how to retrieve plotting data from
# npplot(). When npplot() is called with the arguments
# `plot.behavior="plot-data"' (or "data"), it returns plotting objects
# named r1, r2, and so on (rg1, rg2, and so on when `gradients=TRUE' is
# set). Each plotting object's index (1,2,...) corresponds to the index
# of the explanatory data data frame xdat (and zdat if appropriate).
# Take the cps71 data by way of example. In this case, there is only one
# object returned by default, `r1', since xdat is univariate.
data("cps71")
attach(cps71)
# Compute bandwidths for local linear regression using cv.aic...
bw <- npregbw(xdat=age,ydat=logwage,regtype="ll",bwmethod="cv.aic")
# Generate the plot and return plotting data, and store output in
# `plot.out' (NOTE: the call to `plot.behavior' is necessary).
plot.out <- plot(bw,
perspective=FALSE,
plot.errors.method="bootstrap",
plot.errors.boot.num=25,
plot.behavior="plot-data")
# Now grab the r1 object that npplot plotted on the screen, and take
# what you need. First, take the output, lower error bound and upper
# error bound...
logwage.eval <- fitted(plot.out$r1)
logwage.se <- se(plot.out$r1)
logwage.lower.ci <- logwage.eval + logwage.se[,1]
logwage.upper.ci <- logwage.eval + logwage.se[,2]
# Next grab the x data evaluation data. xdat is a data.frame(), so we
# need to coerce it into a vector (take the `first column' of data frame
# even though there is only one column)
age.eval <- plot.out$r1$eval[,1]
# Now we could plot this if we wished, or direct it to whatever end use
# we envisioned. We plot the results using R's plot() routines...
plot(age,logwage,cex=0.2,xlab="Age",ylab="log(Wage)")
lines(age.eval,logwage.eval)
lines(age.eval,logwage.lower.ci,lty=3)
lines(age.eval,logwage.upper.ci,lty=3)
# If you wanted npplot() data for gradients, you would use the argument
# `gradients=TRUE' in the call to npplot() as the following
# demonstrates...
plot.out <- plot(bw,
perspective=FALSE,
plot.errors.method="bootstrap",
plot.errors.boot.num=25,
plot.behavior="plot-data",
gradients=TRUE)
# Now grab object that npplot() plotted on the screen. First, take the
# output, lower error bound and upper error bound... note that gradients
# are stored in objects rg1, rg2 etc.
grad.eval <- gradients(plot.out$rg1)
grad.se <- gradients(plot.out$rg1, errors = TRUE)
grad.lower.ci <- grad.eval + grad.se[,1]
grad.upper.ci <- grad.eval + grad.se[,2]
# Next grab the x evaluation data. xdat is a data.frame(), so we need to
# coerce it into a vector (take `first column' of data frame even though
# there is only one column)
age.eval <- plot.out$rg1$eval[,1]
# We plot the results using R's plot() routines...
plot(age.eval,grad.eval,cex=0.2,
ylim=c(min(grad.lower.ci),max(grad.upper.ci)),
xlab="Age",ylab="d log(Wage)/d Age",type="l")
lines(age.eval,grad.lower.ci,lty=3)
lines(age.eval,grad.upper.ci,lty=3)
detach(cps71)
} # }