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st: RE: U - Statistics Kernel of order 3
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: U - Statistics Kernel of order 3
Date
Thu, 17 Nov 2011 13:59:30 +0000
I count -somersd- (SSC, Roger Newson's site) and -kernreg2- (SSC) as two commands.
I want to remind David that posters are asked to explain where user-written commands they refer to come from.
I just want to comment on -kernreg2- (SSC). -kernreg2- was posted in 1999 on SSC in some exasperation because users of -kernreg- (STB) were being repeatedly bitten by bugs that its authors were for some still unexplained reason unwilling to fix. But that's all history. Any flavour of -kernreg- I take to be superseded long since by the official command -lpoly-.
So, nobody should be using -kernreg2- unless they are stuck on some Stata about 6 or 7.
So, an answer to the question is that if -kernreg2- is based on U-statistics of this kind, then presumably -lpoly- is too. I am not fluent in U-statistics concepts or terminology.
Nick
[email protected]
David Ashcraft
I am trying to implement U-statistics with kernel of order 3 in stata for some robust check. There are three different commands that uses the kernel: somersd,and KERNREG2. however, I am not sure what kernel order both packages are using. Please rewcommend, if there is any other command that implements U-Statistic with kerenl order of 3.
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