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

Xavi Ramos (xavi.ramos@uab.cat), Isaías Salgado-Ugarte (isalgado@unam.mx), 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')

Language: Stata
Keywords: kernel regression; smoothing; nonparametric models (search for similar items in EconPapers)
Date: 1999-03-26
References: Add references at CitEc
Citations:

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:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s372701

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 Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum (baum@bc.edu).