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2010 Apr 21
0
problem on semiparametric single index estimator
...ons. 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$EDU + AGE2)), bandwidth.compute=FALSE, optim.method="Nelder-Mead", method="kleinspady") and it is giving me exactly the same values I specified. Here is the result I got: Single Index Model Regression data (2339 observations, 6 variable(s)): AGE rp$CHILD rp...