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 G_hat=pnorm(x_fit) 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. ______________________________________________ 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.
