[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)

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


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