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