Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: Choosing the bandwidth in a local linear regression |
| Date | Fri, 28 Oct 2011 18:36:32 +0100 |
-locpoly- is user-written, as you are asked to explain, but it has long been superseded by the official command -lpoly- (which is a modification). I don't see any support for least-squares cross-validation, so it seems that you need to write your own code to do this in Stata. Nick n.j.cox@durham.ac.uk Lina C 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/