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st: bandwidth from l2cvwarp and its use in lowess


From   "Lazarte Alcala, Naneida" <naneida@okstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: bandwidth from l2cvwarp and its use in lowess
Date   Mon, 15 Feb 2010 09:15:23 -0600

I have used the command l2cvwarp (not part of official Stata, it is in STB 27/snp6_2) which is the WARPing version of the L2CV (Least squares cross-validation method) to determine the optimal bandwidth that I need to use for performing nonparametric estimation. From the command I obtain the bandwidth that minimizes the L2CV function, which is  4,000, but now  I need to “translate it” in order to use it in the plreg command (this one is also a user-written command that performs semiparametric estimation). The plreg command option bandw() accepts bandwidths between 0 and 1, e.g. a bandwidth 0.8, which is de default one, says that 80% of the data is being used to the smoothing at each x. Can anybody tell me how I should understand the bandwidth from l2cvwarp and put it in terms of the plreg command?(this command uses lowess to estimate the nonparametric part of the model).

Kind thanks,

Naneida



Naneida Lazarte Alcala
Graduate Associate Student
Economics Department
Spears School of Bussiness
Oklahoma State University
Stillwater, OK 74075
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