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st: RE: Choosing the bandwidth in a local linear regression
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
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-locpoly- is user-written, as you are asked to explain, but it has long been superseded by the official command -lpoly- (which is a modification).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
[email protected]
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
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