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KWSTAT: Stata module to compute kernel weighted sample statistics

Author

Listed:
  • Florian Chavez Juarez

    (University of Geneva)

Programming Language

Stata

Abstract

kwstat computes sample statistics of a variable y in function of another variable x. The approach is inspired by the kernel regression (Nadaraya-Watson estimator) which computes the conditional mean of y in function of x. kwstat does the same but not only for the mean but also for the standard deviation, deciles, range, etc. Note that this procedure is an ad-hoc method and should be used in an exploratory way to visualize the data. It is not rooted in a well-defined statistical concept.

Suggested Citation

  • Florian Chavez Juarez, 2014. "KWSTAT: Stata module to compute kernel weighted sample statistics," Statistical Software Components S457870, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457870
    Note: This module should be installed from within Stata by typing "ssc install kwstat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/kwstat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/k/kwstat.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/k/kwstat_manual.pdf
    File Function: documentation
    Download Restriction: no
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