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KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator)

Author

Listed:
  • Nicholas J. Cox

    (University of Durham)

  • Isaias H. Salgado-Ugarte
  • Makoto Shimizu
  • Toru Taniuchi

Programming Language

Stata

Abstract

kernreg2 is an updated and improved version of kernreg, published in STB-30 as package snp9. kernreg2 calculates the Nadaraya-Watson nonparametric regression. By default, kernreg2 draws the graph of the estimated conditional mean over the grid points used for calculation connected by a line without any symbol.

Suggested Citation

  • Nicholas J. Cox & Isaias H. Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1999. "KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator)," Statistical Software Components S372601, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s372601
    Note: This module may be installed from within Stata by typing "ssc install kernreg2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg2.ado
    File Function: program code
    Download Restriction: no
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