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