similar to: np package, estimating the standard errors of Klein and Spady's estimator

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

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

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

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 =

Dear R-Help, I am Deniz. I am currently trying to replicate a semiparametric 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:

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

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

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

Hi, I am looking for some help concerning the npudens function in the np package. I am trying to find a kernel density function of a multivariate dataset and the density evaluated at each of the 176 points. I have 2 continuous and 3 ordered discrete variables. My sample size is 176. So edata is a 176x(2+3) data frame, while tdat is a 1x(2+3) vector. bw_cx[i,] is a 1x (2+3) vector

Hi all; I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error  in calling gradient  function; The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector  ‘h’ is

Hi, I'm trying to get data from web page and modify it in R. I have a problem with encoding. I'm not able to get encoding right in htmlTreeParse command. See below > library(RCurl) > library(XML) > > site <- getURL("http://www.aarresaari.net/jobboard/jobs.html") > txt <- readLines(tc <- textConnection(site)); close(tc) > txt <- htmlTreeParse(txt,

Hi everyone, I use this code to add the fitted line to a plot, however, I think I cannot access the fitted equation. How my I find the equation in the object ksi? thanks alot. library (gss) ####generate (simple linear) x and y x= 2* (1:40) y= x-1 plot (x,y) ## fit and draw ksi = ssanova0 (x~y, method= "m") lines( ksi$qwk, col = "red") -- View this message in context:

Hallo! <?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p> <o:p> </o:p> I want to compare different samples with the formula … <o:p></o:p> <o:p> </o:p> Here some example data: <o:p></o:p> <o:p> </o:p> <o:p> </o:p> sample1<o:p></o:p>

Dear all, I would like to create a code for semiparametric Klein and Spady's estimator. For that I created a function that provides the log-likelihood function for each observation (so it is a function of betas and i, where i denotes the observation). Now, in order to maximize the log-likelihood function, I have to sum these log-likelihood functions for each i and so to get another function

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

Hello all! I want to estimate parameters in a MIMIC model. I have one latent variable (ksi), four reflexive indicators (y1, y2, y3 and y4) and four formative indicators (x1, x2, x3, x4). Is there a way to do it in R? I know there is the SEM library, but it seems not to be possible to specify formative indicators, that is, observed exogenous variables which causes the latent variable. Thanks,

When do you plan to make first prerelease of 3.0.0 version? -- Regards Stanislaw Gruszka ---------------------------------------------------- CHILDLESS CZY CHILDFREE? Co wybra?: dzieci czy karier?? Jakie s? granice kompromisu w ma??e?stwie? "Dziecioodporna" - bestseller Emily Giffin ju? w ksi?garniach. http://klik.wp.pl/?adr=http%3A%2F%2Fadv.reklama.wp.pl%2Fas%2Fd81.html&sid=1035

Hello folks, I have a panic at shutdown related to FUSE. #0 doadump (textdump=<value optimized out>) at pcpu.h:234 234 pcpu.h: No such file or directory. in pcpu.h (kgdb) bt full #0 doadump (textdump=<value optimized out>) at pcpu.h:234 No locals. #1 0xffffffff8090d9a6 in kern_reboot (howto=260) at /usr/src/sys/kern/kern_shutdown.c:449 _ep = (struct

Hello, I see a reproducable panic when doing ibping and aborting it with ^C. My setup is two machines with Mellanox Infinihost III HCAs (one Linux one FreeBSD) connected back-to-back. Details below. I can upload 2 crash dumps, if this is useful. For some reason the port doesn't become ACTIVE, so no packets arrive, but that is probably unrelated. % uname -a FreeBSD cosel.inf.tu-dresden.de

I'm trying to do a linear regression between the columns of matrices. In example below I want to regress column 1 of matrix xdat with column1 of ydat and do a separate regression between the column 2s of each matrix. But the output I get seems to give correct slopes but incorrect intercepts and another set of slopes with value NA. How do I do this correctly? I'm after the slope and