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Re: st: weights with Gaussian Kernel in lpoly, Stata 11


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: weights with Gaussian Kernel in lpoly, Stata 11
Date   Wed, 29 Aug 2012 15:22:16 +0100

I ran your script with Stata 12 and can get the same result as you,
but I don't know the explanation.

Nick

On Wed, Aug 29, 2012 at 1:59 PM, Nicolas Debarsy <ndebarsy@fundp.ac.be> wrote:
> Hello Nick,
> Thanks a lot for your quick answer.
> Can you get results with the Gaussian Kernel ?
> Best,
>  Nicolas
> Le 29/08/2012 14:48, Nick Cox a écrit :
>>
>> I can reproduce this with Stata 12. I suggest contacting Stata tech
>> support.
>>
>> Nick
>>
>> On Wed, Aug 29, 2012 at 10:18 AM, Nicolas Debarsy <ndebarsy@fundp.ac.be>
>> wrote:
>>>
>>> Dear Statalist users,
>>>
>>> In a nonparametric regression using the lpoly command, I would like to
>>> put
>>> different weights on observations.
>>> However, when I want to use the Gaussian Kernel, I get the following
>>> error:
>>>
>>>               cross():  3200  conformability error
>>>    _lpoly_work():     -  function returned error
>>>              <istmt>:     -  function returned error
>>>
>>> For all the other kernels, the option [aw] runs.
>>> Could you tell me if there is something special with the Gaussian kernel
>>> or
>>> if it is a bug in the lpoly ?
>>> I'm using Stata 11.
>>>
>>> Here is the code I used:
>>>
>>> set obs 300
>>> drawnorm x3 e
>>> gen x32=x3^2
>>> gen y=x3+2*x32+e
>>> gen d=uniform()
>>> lpoly y x3 [aw=d], kernel(gaussian)
>>> lpoly y x3 [aw=d], kernel(epan2)
>>>
>>> Already many thanks for your answer.

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