English, Article edition: KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator) Xavi Ramos; Isaias H. Salgado-Ugarte; Makoto Shimizu; ...

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Bookmark: http://trove.nla.gov.au/version/103317
Physical Description
  • code
Language
  • English

Edition details

Title
  • KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator)
Author
  • Xavi Ramos
  • Isaias H. Salgado-Ugarte
  • Makoto Shimizu
  • Toru Taniuchi
Physical Description
  • code
Notes
  • kernreg1 is an updated and improved version of kernreg, published in STB-30 as package snp9. kernreg1 calculates the Nadaraya-Watson nonparametric regression. Differences between kernreg and kernreg1: (1) if the bwidth(#) is not specified, an optimal bandwith is assumed (as in kdensity), (2) supresses the {if abs('z')<=​3} condition for the Gaussian kernel, (3) uses mark `use' to take account of the 'if' &​ 'in' conditions. Unlike Nick Cox' kernreg2, kernreg1 will run on pre-version 6.0 Stata.
  • kernel regression, smoothing, nonparametric models
  • RePEc:boc:bocode:s372701
Language
  • English
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