Displaying 1 result from an estimated 1 matches for "x_fit".
Did you mean:
t_fit
2012 Jul 19
1
npindex: fitted values of the function itself?
...ndex 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 = 50)
x_fit = predict(model, se.fit = TRUE)
x_fit_bi= x_fit$fit
x_fit_bi_se = x_fit$se.fit
However, I also would like to obtain an estimate of G(X?b). For example,
after estimating a probit model, it would simply be
G_hat=pnorm(x_fit)
Any help would be very much appreciated!
--
View this message in contex...