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  • cross validation optimal bandwidth

    hi, i found that you can obtain the optimal bandwidth using CV with with lpoly command. However it requires multiple inputs. And i only need the optimal bandwidth for only one variable using CV.
    Thank you

  • #2
    Hi Allan
    I dont think that is correct. Lpoly uses a Rule of thumb for setting the bandwidth for the regression.
    I would suggest you to use -npregress kernel- to obtain the CV optimal bandwidth
    Fernando

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