NPSERIES: Stata module to perform Nonparametric Power Series Estimation

Boris Kaiser

Statistical Software Components from Boston College Department of Economics

Abstract: This command provides useful features for nonparametric series estimation using power series expansions. First, one can automatically generate power series expansions of a specified list of independent variables, retaining only non-redundant higher-order terms. Second, the command estimates nonparametric models using power series expansions, where the order of the series is either specified by the user or determined automatically by the minimization of a cross-validation criterion. The cross-validation criterion minimizes the integrated mean-squared error. Finally, the command can compute point estimates and standard errors of average derivatives.

Language: Stata
Requires: Stata version 12.1
Keywords: nonparametric estimation; power series; expansions (search for similar items in EconPapers)
Date: 2014-05-06, Revised 2015-11-07
Note: This module should be installed from within Stata by typing "ssc install npseries". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/npseries.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/npseries.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457830

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