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celord
2011 Jul 20
0
np package, KleinSpady estimator, error when I estimate the bootstrapped standard errors
Dear all,
I am using np package in order to estimate a model with Klein and Spady
estimator. To estimate the model I use
KS <- npindexbw (xdat=X, ydat=Y, bandwidth.compute=TRUE,
method="kleinspady", optim.maxit=10^3, ckertype="epanechnikov", ckerorder=2)
and to estimate beta hats standard errors I use
KSi <- npindex(KS, gradients=T, boot.num=300)
vcov(KSi)
This is fine so far, but if I want to estimate the bootstrapped standard
errors on estimates by se(KSi) then the result is NA and if I include the
argument errors=TRUE instead of the d...
2011 Jul 25
0
error in optimization when I include constant term in Klein and Spady (np package)
...matrix(1,3,1)
X<-matrix(c(rnorm(N,0,1), rnorm(N,1,1)), ncol=q)
X<-cbind(X,1)
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", optim.maxit=10^3, ckertype="epanechnikov", ckerorder=2)
Thank you
Dimitris
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