search for: npindex

Dear list, I am using the np package. With the npindex function I estimate a semiparametric single index model using the method of Klein-Spady. P(Z=1|X) = G(X?b) I don?t have any problems to calculated the fitted values and standard errors X?b: bw = npindexbw(xdat=x, ydat=y_bi, method="kleinspady", nmulti=2) model = npindex(bws= bw3, grad...

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 be believe that it might be possible, but i couldn't manage so far; could you hel...

Full_Name: Maxime To Version: 2.9 OS: WIndows Submission from: (NULL) (81.57.236.122) I am using the npindex and npindexbw fubctions of the NP package. I would like to compute the predicted values of the model and tried to use the predict function for this purpose but the function only gives me the summary of the model but no vector of predicted values as with any other model. Simply using the code of th...

Dear R-Help, I am Deniz. I am currently trying to replicate a semiparametric sample selection paper and I am working on Klein and Spady estimator. I am using the npindex() and npindexbw() functions. The problem is, I need results for single bandwidth and when I set bandwidth computation to "FALSE" mode, R is not optimizing anything. Here is the code I am using: rp_ksbw<-npindexbw(bws=c(1, -0.1, -0.08, 0.06, -0.14, -0.02, 0.3), formula=(rp$participatio...

...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 c...

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 th...