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st: Choosing the bandwidth in a local linear regression
From
Lina C <[email protected]>
To
[email protected]
Subject
st: Choosing the bandwidth in a local linear regression
Date
Fri, 28 Oct 2011 11:35:37 -0500
Dear all,
I´m doing a matching estimation using the following command. I would
like to calculate the bandwidth using least squares cross-validation,
however I´m not sure whether this option or command is available in
stata or whether I need to calculate it by my own. I would appreciate
any help, many thanks,
locpoly y d x, gen(yhat) at(d) biweight
Regards,
Lina.
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