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

Xavi Ramos (), Isaías Hazarmabeth Salgado-Ugarte (), Makoto Shimizu and Toru Taniuchi

Statistical Software Components from Boston College Department of Economics

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')<=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.

Language: Stata
Keywords: kernel regression; smoothing; nonparametric models (search for similar items in EconPapers)
Date: 1999-03-26

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kernreg1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kernreg1.hlp help file (text/plain)

Related works:
Software Item: KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator) (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().