Austin and Nick,
Thank you for your advise.
When choosing bandwidth, is the rule-of-thumb
estimator the best option? How is the optimal
bandwidth selected (i.e. what criteria is followed)?
Regards,
Ana Rios
--- Austin Nichols <[email protected]> wrote:
> Ana--
> I would advise degree 1, for local linear
> regression, and note that
> the kernel makes little difference, whereas the
> bandwidth is crucially
> important. With a large enough bandwidth, you will
> get -tw lfit- and
> with a small enough bandwidth, you will get -tw
> line-.
>
> On Jan 23, 2008 2:52 PM, Nick Cox
> <[email protected]> wrote:
> > I don't know what best to advise, but more
> importantly there's a very
> > large associated literature that gives lots of
> guidance. What I do
> > notice is that there are three main choices, the
> kernel, the bandwidth
> > and the degree.
> >
> > I've found restricted cubic splines, as
> implemented, in Stata 10, within
> >
> > -mkspline-, much easier to handle. It's true that
> under that the knot
> > positions (and so the number of knots) need to be
> specified, but the
> > default positions for a given number of knots in
> my experience alweays
> > work well.
> >
> > There is a wrapper program to make it easier on
> SSC as -rcspline-.
> >
> > Nick
> > [email protected]
> >
> > Ana R. Rios
> >
> > I was wondering if there is any guideline for
> choosing
> > the degree of the polynomial to be used in the
> > smoothing (degree(#) option in lpoly).
> >
> *
> * For searches and help try:
> *
> http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
____________________________________________________________________________________
Be a better friend, newshound, and
know-it-all with Yahoo! Mobile. Try it now. http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
