search for: ckertype

Displaying 4 results from an estimated 4 matches for "ckertype".

2016 Apr 22
1
npudens(np) Error missing value where TRUE/FALSE needed
...ere TRUE/FALSE needed I suppose some if-statement doesn?t evaluate to a TRUE or FALSE somewhere in the npudens function. But as I am not an expert in writing functions, this error message doesn?t really help.Changing it to the following also doesn't help: kerz <- npudens(bws=(bw_cx[i,]),ckertype="epanechnikov",,okertype="liracine",tdat=tdata,edat=dat) Am I doing something wrong here? Were some changes made to this function and do I need to alter some arguments to these changes? Or might this be a bug? Thanks! Carolien [[alternative HTML versi...
2011 Jul 18
0
np package, estimating the standard errors of Klein and Spady's estimator
...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 --...
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 arg...
2011 Jul 25
0
error in optimization when I include constant term in Klein and Spady (np package)
...ry(np) N<-250 q<-2 BETA<-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 -- View this message in context: http://r.789695.n4.nabble.com/error-in-optimization-when-I-include-constant-term-in-Klein-and-Spady-np-package-tp3692728p3692728.html Sent from the R help mailing list archive at Nabble.com.