st: access to rule-of-thumb bandwidth for local regressions

[László Sándor <sandorl@gmail.com>]

Hi,

My basic question is if there is any easy access to the bandwidth
generated by -lpoly-, or if there is any other command that does
optimal bandwidth calculations for local means (or local linear
regressions etc.). I would appreciate the flexibility of existing code
instead of me mocking up a restricted use cases.

I had a look at -lpoly.ado-, and I see that most of the work is done
my -_lpoly_work()- in Mata. I could not verify that this command is
built in, but I could not locate the source code either.

Though in the Mata call by -lpoly.ado-, I am not sure I see where the
bandwidth even enters the calculation.

mata: _lpoly_work(`degree',`pwidth', `l', `u', ///
                          `doSE', &_lpoly_`kernel'(), `savevar')

Thanks for any thoughts,

Laszlo
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