Re: st: access to rule-of-thumb bandwidth for local regressions

[László Sándor <sandorl@gmail.com>]

Thanks, Nick.

Indeed, I wanted to use the calculated bandwidth for other
calculations without needlessly running -lpoly- in its entirety. But
as often, I was hasty on this: The cost of running a full -lpoly- is
marginal relative to calculting only the bandwidth, esp. with less
optimized code, not to mention the speed of my own code around all
this, let alone the value of my time coding this up.

qui lpoly, nograph

is the way to go, and use r(bwidth)

Thanks, all!

Laszlo

On Mon, Mar 17, 2014 at 3:19 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> I probably don't understand this question as I can't see that looking
> deep inside the code is the answer.
>
> If you let -lpoly- choose bandwidth, it's shown rounded on the graph
> and accessible thereafter as r(bandwidth). Alternatively you specify
> the bandwidth you want. I have a sense that you want something else,
> but I don't know what it is.
>
> Nick
> njcoxstata@gmail.com
>
>
> On 17 March 2014 19:06, László Sándor <sandorl@gmail.com> wrote:
>> Hi,
>>
>> My basic question is if there is any easy access to the bandwidth
>> generated by -lpoly-, or if there is any other command that does
>> optimal bandwidth calculations for local means (or local linear
>> regressions etc.). I would appreciate the flexibility of existing code
>> instead of me mocking up a restricted use cases.
>>
>> I had a look at -lpoly.ado-, and I see that most of the work is done
>> my -_lpoly_work()- in Mata. I could not verify that this command is
>> built in, but I could not locate the source code either.
>>
>> Though in the Mata call by -lpoly.ado-, I am not sure I see where the
>> bandwidth even enters the calculation.
>>
>> mata: _lpoly_work(`degree',`pwidth', `l', `u', ///
>>                           `doSE', &_lpoly_`kernel'(), `savevar')
>>
>> Thanks for any thoughts,
>>
>> Laszlo
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