Displaying 1 result from an estimated 1 matches for "tp4637070p4637408".
2012 Jul 19
1
npindex: fitted values of the function itself?
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, gradients= TRUE, residuals = TRUE, boot.num =