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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: bandwidth from l2cvwarp and its use in lowess |

Date |
Mon, 15 Feb 2010 16:12:10 -0000 |

-l2cvwarp- gives one of several competing choices for "optimum" bandwidth in kernel density estimation, a univariate problem. I don't see what that has to do with lowess- (a bivariate problem in Stata) or -plreg- (a trivariate or higher problem). There's a small industry in such criteria that tests and exhibits the competence of mathematical statisticians. For practical data analysis a better test is consistency with scientific or practical needs as given by the context of your problem. Nick n.j.cox@durham.ac.uk Lazarte Alcala, Naneida 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). * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: bandwidth from l2cvwarp and its use in lowess***From:*"Lazarte Alcala, Naneida" <naneida@okstate.edu>

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