Speeding up npreg

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Speeding up npreg

Michael Haenlein
Dear all,

I am using npreg from the np library to run a Kernel regression. My dataset
is relatively large and has about 3000 observations. The dependent variable
is continuous and I have a total of six independent variables -- two
continuous, two ordinal and two categorical.

The model converges without problems but it takes a very long time to do so
(nearly one hour).

Is there any way to speed up the npreg function to decrease the running
time? Or is there another function/ package for Kernel regression that may
be faster?

Any advice would be much appreciated

Thanks,

Michael

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