% Generated by roxygen2: do not edit by hand % Please edit documentation in R/KS.R name{KleinSpady} alias{KleinSpady} title{Klein-Spady semiparametric binary response estimator
Kernel-based semiparametric log likelihood evaluation for the binary response model as proposed by Klein and Spady (1993). @param b parameter vector @param X design matrix @param y binary response vector @param h kernel bandwidth @param k kernel index: 1 for Epanechnikov, 2 for Gaussian, and
3 for the 4th order kernel used by Horowitz (1993).
@param eps trimming tolerance parameter @return A list with components:
item logLik the log likelihood value item F trimmed probability estimates item sindex single index linear predictor
@references
Klein, R.W. and R.H. Spady (1993) An Efficient Semiparametric Estimator for Binary Response Models, Econometrica, 61, 387–421,
@export}
usage{ KleinSpady(b, X, y, h = NULL, k = 1, eps = 1e-20) } description{ Klein-Spady semiparametric binary response estimator
Kernel-based semiparametric log likelihood evaluation for the binary response model as proposed by Klein and Spady (1993). @param b parameter vector @param X design matrix @param y binary response vector @param h kernel bandwidth @param k kernel index: 1 for Epanechnikov, 2 for Gaussian, and
3 for the 4th order kernel used by Horowitz (1993).
@param eps trimming tolerance parameter @return A list with components:
item logLik the log likelihood value item F trimmed probability estimates item sindex single index linear predictor
@references
Klein, R.W. and R.H. Spady (1993) An Efficient Semiparametric Estimator for Binary Response Models, Econometrica, 61, 387–421,
@export
}