R help - Jul 2011 - error in optimization when I include constant term in Klein and Spady (np package)

Dear all,

I am trying to use the np package for the estimation of a model with Klein
and Spady's semiparametric estimator. When though, I include a constant term
( a column with 1s in X) then the following message appear: 

Multistart 1 of 3...Error in optim(c(beta, h), fn = optim.fn, gr = NULL,
method = optim.method,  : 
  non-finite value supplied by optim


So, how can I include a constant term in Klein and Spady's estimator or how
can I solve the problem with the optimzation? (I already tried all the
possible optimization methods)

The code that I run is:

library(np)
N<-250 
q<-2
BETA<-matrix(1,3,1)
X<-matrix(c(rnorm(N,0,1), rnorm(N,1,1)), ncol=q)
X<-cbind(X,1)
L<-rlogis(N,location=0, scale=1)
Y <-as.vector(X%*%BETA+L>=0)*1
KS  <- npindexbw(xdat=X, ydat=Y, bandwidth.compute=TRUE,
method="kleinspady", optim.maxit=10^3,
ckertype="epanechnikov", ckerorder=2)

Thank you

Dimitris


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