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2010 Apr 21
0
problem on semiparametric single index estimator
...c 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$participation ~ (AGE + rp$CHILD + rp$YCHILD + rp$HW + rp$EDU +
AGE2)), bandwidth.compute=FALSE, optim.method="Nelder-Mead",
method="kleinspady")
and it is giving me exactly the same values I specified. He...