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KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator)

Author

Listed:
  • Xavi Ramos

    (Universitata Autonoma de Barcelona)

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

Programming Language

Stata

Abstract

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')

Suggested Citation

  • Xavi Ramos & Isaias H. Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1999. "KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator)," Statistical Software Components S372701, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s372701
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg1.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg1.hlp
    File Function: help file
    Download Restriction: no
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