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st: RE: kernreg1


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: kernreg1
Date   Wed, 17 Oct 2007 22:16:44 +0100

If you are interested in nonparametric regression,
you can find much better programs than -kernreg1-. 

The original -kernreg- was published in the STB in 
1996. Various other authors have made public bug 
fixes to -kernreg-, in -kernreg1- and -kernreg2-, 
that are available from SSC. The first-named 
authors in each case (Xavi Ramos and myself) 
took responsibility for their changes but 
also named the original authors as nominal co-authors. 

Despite several public and private requests 
(and promises) the original authors have never
updated their -kernreg- program. Thus we have deadlock, 
as (in particular) I see some small benefit, although 
it is declining asymptotically towards zero, 
in -kernreg2- remaining available, as it flags
that -kernreg- is broken. It is not for me 
to withdraw -kernreg1-. 

That's not your question, but it's background. 

The main point is that long since we have 
much more versatile and up-to-date programs 
for this, notably -locpoly- (now -lpoly-). 
(-search- for locations.) 

Also, it is very easy through various 
official and user-written programs to 
use any number of flexible (pun intended) 
spline-type or programs for other 
smoothers. 

You could spend a year reading the
literature. The book by Ruppert, Wand 
and Carroll on _Semiparametric regression_
(CUP 2003) is one of several nice accounts. 

Nick 
n.j.cox@durham.ac.uk 

Ana R. Rios
 
> I have two questions about kernreg1 that I would like
> to ask: (1) how to obtain the value of the bandwidth
> in the case of optimal bandwidth? (2) is there any
> rule to follow while choosing npoint?
> 
> Could anyone suggest a general reference on applied
> nonparametric regression? (I have just started working
> on this type of analysis).
> 

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