% 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

}