Dimitris.Kapetanakis
2011-Jul-18 19:27 UTC
[R] np package, estimating the standard errors of Klein and Spady's estimator
Dear all, I would like to estimate the standard errors of Klein and Spady's estimator for that I am using: library(np) N<-100 X<-matrix(c(rnorm(N,1,1), rnorm(N,0,1)), ncol=2) BETA <-matrix(1,2,1) Z<-X%*%BETA L<-rlogis(N,location=0, scale=1) Y <-as.vector(X%*%BETA+L>=0)*1 KS <- npindexbw (xdat=X, ydat=Y, bandwidth.compute=TRUE, method="kleinspady", ckertype="epanechnikov" ) KSi <- npindex(KS, errors=TRUE) se(KSi) But then I get as a result a vector Nx1, which I do not understand what it is, and if I let errors=FALSE then I get a NA as a result. So, how can I get the standard error of the estimated coefficient? Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/np-package-estimating-the-standard-errors-of-Klein-and-Spady-s-estimator-tp3676194p3676194.html Sent from the R help mailing list archive at Nabble.com.
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