[R] np package, estimating the standard errors of Klein and Spady's estimator

[Dimitris.Kapetanakis]

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", ckertype="epanechnikov" )

KSi <- npindex(KS, errors=TRUE)

se(KSi)

But then I get as a result a vector Nx1, which I do not understand what it
is, and if I let errors=FALSE then I get a NA as a result. So, how can I get
the standard error of the estimated coefficient?

Thank you

Dimitris


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