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KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator)

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Author Info

  • Nicholas J. Cox

    ()
    (University of Durham)

  • Isaias H. Salgado-Ugarte
  • Makoto Shimizu
  • Toru Taniuchi

Abstract

kernreg2 is an updated and improved version of kernreg, published in STB-30 as package snp9. kernreg2 calculates the Nadaraya-Watson nonparametric regression. By default, kernreg2 draws the graph of the estimated conditional mean over the grid points used for calculation connected by a line without any symbol.

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File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg2.ado
File Function: program code
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S372601.

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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 19 Mar 1999
Date of revision:
Handle: RePEc:boc:bocode:s372601

Note: This module may be installed from within Stata by typing "ssc install kernreg2". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: kernel regression; smoothing; nonparametric models;

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  1. Kernel regression in Wikipedia English ne '')

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