Hi Stata list,
I'm running some kernel density estimation in Stata 8.
The help file asserts that the "optimal" width is used (bandwidth) to do the
kernel estimation. I searched in the internet, but I haven't found a clear
description of the procedure used. Does anyone know the precise meaning of
"optimal" width? (Cross-validation perhaps?).
Does anyone know if the same choice is used for kernreg and kernreg1?
Thanks,
Benjamin
Benjam�n Villena Rold�n
PhD candidate, Department of Economics, University of Rochester
http://troi.cc.rochester.edu/~bvillena/
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