While fitting a Smooth Coefficient Kernel Regression with help of npscoef {np}
in R, I cannot output the standard errors for the regression estimates.
The Help states that if errors = TRUE
, asymptotic standard errors should be computed and returned in the resulting smoothcoefficient object.
Based on the example provided by the authors of the package "NP":
library("np")
data(wage1)
NP.Ydata <- wage1$lwage
NP.Xdata <- wage1[c("educ", "tenure", "exper", "expersq")]
NP.Zdata <- wage1[c("female", "married")]
NP.bw.scoef <- npscoefbw(xdat=NP.Xdata, ydat=NP.Ydata, zdat=NP.Zdata)
NP.scoef <- npscoef(NP.bw.scoef,
betas = TRUE,
residuals = TRUE,
errors = TRUE)
Coefficients are in the object coef(NP.scoef)
saved under betas = TRUE
> str(coef(NP.scoef))
num [1:526, 1:5] 0.146 0.504 0.196 0.415 0.415 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:5] "Intercept" "educ" "tenure" "exper" ...
But should not the standard errors for the estimates be saved under errors = TRUE
?
I see only one column vector. Not 5 for intercept + 4 explanatory variables.
> str(se(NP.scoef))
num [1:526] 0.015 0.0155 0.0155 0.0268 0.0128 ...
I am confused. Hope for a clarification.