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KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator)

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Author Info

  • Xavi Ramos

    ()
    (Universitata Autonoma de Barcelona)

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

Abstract

kernreg1 is an updated and improved version of kernreg, published in STB-30 as package snp9. kernreg1 calculates the Nadaraya-Watson nonparametric regression. Differences between kernreg and kernreg1: (1) if the bwidth(#) is not specified, an optimal bandwith is assumed (as in kdensity), (2) supresses the {if abs('z')

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File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg1.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/k/kernreg1.hlp
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S372701.

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Programming language: Stata
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Date of creation: 26 Mar 1999
Date of revision:
Handle: RePEc:boc:bocode:s372701

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Related research

Keywords: kernel regression; smoothing; nonparametric models;

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