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st: RE: Why `sums'[_N] in stata module kernreg1


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Why `sums'[_N] in stata module kernreg1
Date   Wed, 28 May 2003 11:34:27 +0100

Yibing Wang
 
> I tried to use the Stata module kernreg1 
> (KERNREG1: Stata module to compute kernel regression
> (Nadaraya-Watson estimator)
> http://ideas.repec.org/s/boc/bocode1.html)
> 
> program define kernreg1
>   version 3.1
> 
> ...
> ...
> 
> while `count'<=`np' {
>     replace `xo'=`gridp'[`count']
>     replace `z'=(`xo'-`xvar')/`h'
>     if `kc'==1 {
>         replace `kz'=0.5 if abs(`z')<=1 & `use'
>     }
>     else if `kc'==2 {
>         replace `kz'=(1-abs(`z')) if abs(`z')<=1 &
> `use'
>     }
>     ...
>     ... 
>     
>     replace `sums'= sum(`kz')
>     replace `sums2'= sum(`kzy')
>     replace `fh'=(1/(`nuobs'*`h'))*`sums'[_N] if
> _n==`count'
>     replace `rh'=(1/(`nuobs'*`h'))*`sums2'[_N] if
> _n==`count'
>     replace `kz'=0
>     replace `kzy'=0
>     replace `count'=`count'+1
>   }
> 
>   if `rh'==0 {
>           replace `mh'=0
>   }
>   else {
>           replace `mh'=`rh'/`fh'
>   }
> 
> 
> My question is why `sums'[_N] is used instead of
> `sums' as we are trying to calculate fh from 1 to _N ?
> 
> I have been trying to figure it out without success,
> can anybody give me some advice?

The variables `sums' and `sums2' contain cumulative
sums. Their last values contain the totals of each 
variable. 

Try it for yourself: 

sysuse auto 
gen summpg = sum(mpg) 
list mpg summpg 
di summpg[_N] 
su mpg 
di `r(sum)' 

Nick 
[email protected] 

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