[R] npindex: fitted values of the function itself?

Kristin kristin.goebel at wiso.uni-hamburg.de
Thu Jul 19 18:13:14 CEST 2012

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 = 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 

Any help would be very much appreciated!

View this message in context: http://r.789695.n4.nabble.com/npindex-fitted-values-of-the-function-itself-tp4637070.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list