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 term in Klein and Spady's estimator or how can I solve the problem with the optimzation? (I already tried all the possible optimization methods) The code that I run is: library(np) N<-250 q<-2 BETA<-matrix(1,3,1) X<-matrix(c(rnorm(N,0,1), rnorm(N,1,1)), ncol=q) X<-cbind(X,1) 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", optim.maxit=10^3, ckertype="epanechnikov", ckerorder=2) Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/error-in-optimization-when-I-include-constant-term-in-Klein-and-Spady-np-package-tp3692728p3692728.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
