Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Multivariate kernel regression
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Multivariate kernel regression
Date
Fri, 12 Oct 2012 15:31:34 -0400
Josh Hyman <[email protected]>:
If you know the multivariate kernel you want to use, and the grid you
want to smooth over, it is straightforward to loop over the grid and
compute the regressions. To program a general estimator for a wide
class of kernels would be substantially more work. See e.g. -kdens-
on SSC and
http://fmwww.bc.edu/repec/bocode/m/mf_mm_kern
http://fmwww.bc.edu/RePEc/bocode/k/kdens.pdf
A simple conic (triangle) kernel in 2 dimensions is easiest, see e.g.
http://fmwww.bc.edu/repec/bocode/t/tddens
On Fri, Oct 12, 2012 at 1:49 PM, Josh Hyman <[email protected]> wrote:
> Dear Statalist users,
>
> I am trying to figure out if there is a way in Stata to perform
> multivariate kernel regression. I have investigated online and on the
> Statalist, but with no success. What I am looking for would be similar
> conceptually to the -lpoly- command, but with the ability to enter more
> than one "xvar".
>
> If there are no Stata commands to do this (user-written or otherwise), then
> do you recommend coding up a program to do this manually? I have used Stata
> for many years, and written programs before, but have never had to code up
> a regression manually. If you have suggestions on how to do this, or
> resources to consult, that would be greatly appreciated.
>
> Please let me know if I can provide any other information. Thank you for
> your consideration,
> Josh Hyman
> Economics doctoral candidate
> University of Michigan
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/