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.
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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)

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