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ADAPTIVE: RATS program to estimate a linear regression using an adaptive kernel estimator

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  • Tom Doan

    (Estima)

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Abstract

Demonstrates adaptive kernel estimation: a two-step procedure for adjusting the estimates of a linear model based upon an estimated density for the residuals.

Suggested Citation

  • Tom Doan, 2026. "ADAPTIVE: RATS program to estimate a linear regression using an adaptive kernel estimator," Statistical Software Components RTJ00001, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtj00001
    Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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    File URL: https://estima.com/procedures/adaptive.rprj
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