similar to: problem on semiparametric single index estimator

Displaying 20 results from an estimated 200 matches similar to: "problem on semiparametric single index estimator"

2009 Feb 13
0
npindex: specifying manual bandwiths
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
2011 Jul 20
0
np package, KleinSpady estimator, error when I estimate the bootstrapped standard errors
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
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 =
2011 Jul 18
0
np package, estimating the standard errors of Klein and Spady's estimator
Dear all, I 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",
2009 May 11
1
Predict function npindex and npindexbw (PR#13695)
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
2011 Jul 25
0
error in optimization when I include constant term in Klein and Spady (np package)
Dear all, I am trying to use the np package for the estimation of a model with Klein and Spady's semiparametric estimator. When though, I include a constant term ( a column with 1s in X) then the following message appear: Multistart 1 of 3...Error in optim(c(beta, h), fn = optim.fn, gr = NULL, method = optim.method, : non-finite value supplied by optim So, how can I include a constant
2011 Jun 07
4
Why doesn't Portal with Wine with the radeon driver work?
I am using Wine 1.2 which I compiled on Debian testing/wheezy. It works with fglrx but not with the radeon driver. I am using the AMD/ATI HD4850 video card. The following terminal output shows the wine error and that the radeon driver has OpenGL 2.1 support which to my understanding is at least the equivalent of Direct3D 9 (which is all I need). Also, there is a wine popup for every attempt to run
2011 Feb 07
0
FW: multivariate regression
The test is manova. I tried to use manova() function, I used the code below:fit <- manova(Y ~ X)summary(fit, test="Wilks")but I get p values for intercept and regression coefficient as in anova() function, not for the hull model. Date: Mon, 7 Feb 2011 00:57:43 -0800 Subject: Re: [R] FW: multivariate regression From: djmuser@gmail.com To: denizsigirli@hotmail.com CC:
2011 Aug 04
0
Semiparametric double-index Klein Vella 2009 estimator question.
Dear List's Members, I'm trying to implement "1. Roger Klein and Francis Vella, ?A semiparametric model for binary response and continuous outcomes under index heteroscedasticity,? Journal of Applied Econometrics 24, no. 5 (2009): 735-762. " estimator. I have a technical doubt about the choice of the optimizer for the likelihood function maximization. That of pg. 743, the
2006 May 24
7
OCI8::Cursor (Name Error) in HP-UX 11.11 error
Hi I have looked at google about this error as well as in ruby on rails forums, but I can not specifically locate the exact problem and the solution for it. Basically, I successfully installed ruby 1.8.4 on HP-UX 11.11 with rails gem. But unfortunately whenever I try to create a test application by using "rails testapp", I am getting the follwing errror: $ rails testapp
2012 Nov 01
1
DirectShow PushSource with theora encoder and Ogg muxer filters
Hi all, I am trying to test DirectShow PushSource example from the SDK with Theora encoder and Ogg muxer (DirectShow filters of course) by using GraphEdit tool. My goal is capturing the screen as video by taking snaphot bitmaps continuosly (what PushSource eaxmple does) and giving them to the Theora encoder through the DS pipeline (next goal is transmitting this video **). My DirectShow graph is
2006 Feb 24
2
Help with the configuration of apache and fcgi
Hi Everyone, I am sure this question has been asked many time before but I really could not get a good solution. The problem I am having is that the application I wrote is acting very slow. For example for the production database, the query I make takes about 3-4 minutes. The application connects to 2 oracle databases(on a remote location) and gets information based on a given search criteria.It
2006 Jan 30
9
error when adding a new table to the existing application
Deniz wrote: > Hi Everybody, > I am a newbie in this list so please forgive me if this is a lengthy > message. > Currently I am working on a project at my work place that includes > viewing some oracle tables(I do not have control over to rewrite the > tables) and searching the tables based on a given criteria with Rails. > Up untill now everything was working great. The
2007 Dec 18
0
Update of the np package (version 0.14-1)
Dear R users, An updated version of the np package has recently been uploaded to CRAN (version 0.14-1). The package is briefly described in a recent issue of Rnews (October, 2007, http://cran.r-project.org/doc/Rnews/Rnews_2007-2.pdf) for those who might be interested. A somewhat more detailed paper that describes the np package is forthcoming in the Journal of Statistical Software
2007 Dec 18
0
Update of the np package (version 0.14-1)
Dear R users, An updated version of the np package has recently been uploaded to CRAN (version 0.14-1). The package is briefly described in a recent issue of Rnews (October, 2007, http://cran.r-project.org/doc/Rnews/Rnews_2007-2.pdf) for those who might be interested. A somewhat more detailed paper that describes the np package is forthcoming in the Journal of Statistical Software
2006 Jun 14
0
Mssql Multiple Database Access Error
Hi All, I am having a problem to access multiple databases with mssql I am running Ruby 1.8.4 and Rails 1.1 on Windows 2000 Advanced Server. I am simply trying to integrate the application I wrote before for Oracle to Mssql. The application works perfectly with Oracle with the installed driver OCI8. The app retrives data based on a search criteria from those databases. I followed the directions
2011 Jan 22
0
grofit package
Dear All, I want to use grofit package for biological growth curves. My dataset only includes "age" variable and "size" variable. I want to use logistic, gompertz and richards growth curves to predict age from size. How can I implement this data set to the function in grofit package? Best regards, Deniz [[alternative HTML version deleted]]
2006 Mar 13
0
Incoming Call keeps ringing when the second call arrives
Hi, I am new to this group.I searched for my problem in the forum but could not find any solution. So here it goes: In my work place we have an asterisk box. Everything works fine except the fact that when I first call the work phone number from my cell the auto-attendend works fine but If I hang-up and call the same number again, the call keeps ringing instead of auto-attendent answering. I also
2006 Jan 27
5
Newbie:Adding a new Table-Strange Error
Hi Everybody, I am a newbie in this list so please forgive me if this is a lengthy message. Currently I am working on a project at my work place that includes viewing some oracle tables(I do not have control over to rewrite the tables) and searching the tables based on a given criteria with Rails. Up untill now everything was working great. The database consists of a lot of tables but I was
2002 Feb 23
0
Subject: Does R have semiparametric package for time series
>Date: Fri, 22 Feb 2002 09:48:16 -0600 (CST) >From: sun at cae.wisc.edu >Subject: [R] Does R have semiparametric package for time series > >Hello, All: I am new to R. I wonder if there is package for nonparametric or >semiparametric processing of time series. Thank you very much. > >Hongyu Sun Have a look at package "sm" and, in particular function