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st: Choosing the bandwidth in a local linear regression


From   Lina C <linacs81@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Choosing the bandwidth in a local linear regression
Date   Fri, 28 Oct 2011 11:35:37 -0500

Dear all,

I´m doing a matching estimation using the following command. I would
like to calculate the bandwidth using least squares cross-validation,
however I´m not sure whether this option or command is available in
stata or whether I need to calculate it by my own. I would appreciate
any help, many thanks,

locpoly y d x, gen(yhat) at(d) biweight

Regards,
Lina.

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