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st: Rule-of-thumb bandwidth in lpoly


From   "Hasan, Syed" <[email protected]>
To   <[email protected]>
Subject   st: Rule-of-thumb bandwidth in lpoly
Date   Fri, 18 May 2012 19:14:37 +1000

Hi
The command lpoly calculates a rule of thumb (ROT) bandwidth, when it is
not specified. I am trying to understand the ROT bandwidth calculation.
Looking at the lpoly.ado file (185-221 line) I found the following

	if `"`bwidth'"' == "" {
		qui gen byte `bw'= 0
	}
	else {
      ...................................................
		}
		qui gen double `bw' = `bwidth' if `tousegrid'
	}

In addition, in 305-306 line, I found the following

	mata: _lpoly_work(`degree',`pwidth', `l', `u', ///
                          `doSE', &_lpoly_`kernel'(), `savevar')

I am not sure what it is doing.I am new is STATA programming and
appreciate any help.

Kind regards
Syed Hasan, RSE, ANU


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