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st: Bandwidth in lpoly and kernreg


From   [email protected]
To   [email protected]
Subject   st: Bandwidth in lpoly and kernreg
Date   Wed, 8 Jul 2009 19:28:49 +0100 (BST)

Dear Statalist

Does someone know how to choose the bandwidth using "leave-one-out
cross-validation" or "generalized cross-validation" when using the lpoly
or kernreg command?

Any comments/suggestions are very welcome!
Many thanks!

Best,

Heiner Lindenlaub
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