[R] np package, KleinSpady estimator, error when I estimate the bootstrapped standard errors
Dimitris.Kapetanakis
dimitrios.kapetanakis at gmail.com
Wed Jul 20 15:16:12 CEST 2011
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 fine so far, but if I want to estimate the bootstrapped standard
errors on estimates by se(KSi) then the result is NA and if I include the
argument errors=TRUE instead of the default errors=FALSE as I think I
should, I get the error:
Error in npreg(regtype = "lc", gradients = TRUE, txdat = rindex, tydat =
tydat[indices], :
argument is missing, with no default
I couldn't find though any argument without a default.
So, how can I get the bootstrapped errors?
Thank you
Dimitris
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