[R] how to estimatae in single index models

[r90323036@ntu.edu.tw]

Hello everyone, Recently, I have encountered a problem about estimation 
of binary response model,as I try to estimate the survival probability 
of firms. I do not want to use the traditional binary respose models, 
such as Probit model or Logit model, since they are too restricted in 
their function form. Therefore, I seek to adopt some semiparametric 
methods, precisely estimation methods of single-index models, such as 
Klein-Spady estimator, Ichimura's SLS estimator, maximum score 
estimator,and smoothed maximum score estimator.

Hence, my question is:

Is there any package in R which can operate above estimation methods? I 
have search them for a long time. If anyone can help me, you really 
give me a huge hand! :)



Best regards
Kuo, Chun-Hung