Dear R-users, I am very enthusiastic about the capacities offered by the np package and pretty fond of it. Nevertheless, trying to estimate Ichimura and Klein and Spady models on my data, I would like to be able to provide the npindex function with my guesses for the bandwidth (eventually computed by other means). The fact that the option 'bandwidth.compute' in the function npindexbw exists and seems to be switchable (TRUE/FALSE) makes be believe that it might be possible, but i couldn't manage so far; could you help ?
For instance, #Simulation n <- 200 x1 <- runif(n, min=-1, max=1) x2 <- runif(n, min=-1, max=1) y <- ifelse(x1 + x2 + rnorm(n) > 0, 1, 0) #Klein and Spady estimation, letting np compute the bandwidth npindexbw(bws=c(1,1,.5),xdat=cbind(x1,x2),ydat=y,bandwidth.compute=TRUE,method="kleinspady") #Works fine! #Klein and Spady estimation, attempting to constrain the bandwidth to .5 npindexbw(bws=c(1,1,.5),xdat=cbind(x1,x2),ydat=y,bandwidth.compute=FALSE,method="kleinspady") #Returns a result with the starting values: no estimation has been done... Do you know how (or whether) constraining the bandwidth to a given value is possible. Many thanks, Cheers. Roland -- -- View this message in context: http://www.nabble.com/npindex%3A-specifying-manual-bandwiths-tp22000068p22000068.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.
