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st: RE: Bandwidth in lpoly and kernreg


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Bandwidth in lpoly and kernreg
Date   Thu, 9 Jul 2009 13:00:36 +0100

-lpoly- is an official command. 

-kernreg- is a user-written command but buggy and superseded by -lpoly-.


I don't think either supports this approach. You'd need to do your own
programming or use other software. 

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

H.Lindenlaub@warwick.ac.uk

Does someone know how to choose the bandwidth using "leave-one-out
cross-validation" or "generalized cross-validation" when using the lpoly
or kernreg command?


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