search for: ichimura

...rms. I do not want to use the traditional binary respose models, such as Probit model or Logit model, since they are too restricted in their function form. Therefore, I seek to adopt some semiparametric methods, precisely estimation methods of single-index models, such as Klein-Spady estimator, Ichimura's SLS estimator, maximum score estimator,and smoothed maximum score estimator. Hence, my question is: Is there any package in R which can operate above estimation methods? I have search them for a long time. If anyone can help me, you really give me a huge hand! :) Best regards Kuo, Chu...

Dear R-users, I am very enthusiastic about the capacities offered by the np package and pretty fond of it. Nevertheless, trying to estimate Ichimura and Klein and Spady models on my data, I would like to be able to provide the npindex function with my guesses for the bandwidth (eventually computed by other means). The fact that the option 'bandwidth.compute' in the function npindexbw exists and seems to be switchable (TRUE/FALSE) makes...