Forum: help

RE: standard errors for npscoefGrad or npscoef [ Reply ]
By: Arne Henningsen on 2015-12-04 07:42

Dear Fleur

You are right that function npscoefGrad() does not provide any standard errors. I guess that standard error could be implemented by bootstrapping. Please let me know if you are interested in implementing this feature -- I could assist you with this.

Please note that the package "micEconNP" is in an early development stage and thus, has not yet been released on CRAN. Hence, users should expect that the code has not yet been thoroughly tested and may include substantial bugs, that expected features may be missing, and that many functions and features are not yet sufficiently documented.

Best regards,
Arne

standard errors for npscoefGrad or npscoef [ Reply ] By: Fleur Wouterse on 2015-09-16 11:29	[forum:42555]
Hello, I was hoping you could help me out with a query on npscoef. I don't seem to be able to generate standard errors of the coefficient estimates or even of the gradients, which I have generated through npscoefGrad. The standard error for the parametric estimates does work on other packages in np like npplreg. Thanks for any tips!