-lpoly- is an official command.
-kernreg- is a user-written command but buggy and superseded by -lpoly-.
I don't think either supports this approach. You'd need to do your own
programming or use other software.
Nick
[email protected]
[email protected]
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?
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