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

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

Subject |
st: RE: U - Statistics Kernel of order 3 |

Date |
Thu, 17 Nov 2011 13:59:30 +0000 |

I count -somersd- (SSC, Roger Newson's site) and -kernreg2- (SSC) as two commands. I want to remind David that posters are asked to explain where user-written commands they refer to come from. I just want to comment on -kernreg2- (SSC). -kernreg2- was posted in 1999 on SSC in some exasperation because users of -kernreg- (STB) were being repeatedly bitten by bugs that its authors were for some still unexplained reason unwilling to fix. But that's all history. Any flavour of -kernreg- I take to be superseded long since by the official command -lpoly-. So, nobody should be using -kernreg2- unless they are stuck on some Stata about 6 or 7. So, an answer to the question is that if -kernreg2- is based on U-statistics of this kind, then presumably -lpoly- is too. I am not fluent in U-statistics concepts or terminology. Nick n.j.cox@durham.ac.uk David Ashcraft I am trying to implement U-statistics with kernel of order 3 in stata for some robust check. There are three different commands that uses the kernel: somersd,and KERNREG2. however, I am not sure what kernel order both packages are using. Please rewcommend, if there is any other command that implements U-Statistic with kerenl order of 3. * * 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: U - Statistics Kernel of order 3***From:*David Ashcraft <ashcraftd@rocketmail.com>

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