EconPapers    
Economics at your fingertips  
 

KWSTAT: Stata module to compute kernel weighted sample statistics

Florian Wendelspiess Chávez Juárez ()

Statistical Software Components from Boston College Department of Economics

Abstract: kwstat computes sample statistics of a variable y in function of another variable x. The approach is inspired by the kernel regression (Nadaraya-Watson estimator) which computes the conditional mean of y in function of x. kwstat does the same but not only for the mean but also for the standard deviation, deciles, range, etc. Note that this procedure is an ad-hoc method and should be used in an exploratory way to visualize the data. It is not rooted in a well-defined statistical concept.

Language: Stata
Requires: Stata version 9.2
Keywords: non-parametric estimation; kernel weighted estimation; visual data analysis; sample statistics (search for similar items in EconPapers)
Date: 2014-07-26
Note: This module should be installed from within Stata by typing "ssc install kwstat". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kwstat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kwstat.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kwstat_manual.pdf documentation (application/pdf)

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:s457870

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 ().

 
Page updated 2024-07-15
Handle: RePEc:boc:bocode:s457870