NONPAR

The NONPAR command implements nonparametric density estimation and regression smoothing.

In general, the format for density estimation is:

  NONPAR vars / DENSITY options

In general, the format for regression smoothing is:

  NONPAR depvar indeps / options


The available options are:

Option Description
DENSITY Specifies kernel density estimation is required.
GRAPH Plots results with GNUPLOT.
PCOEF For regression smoothing prints the coefficients.
BRHO= Specifies the parameter for the boundary modified kernel.
COEF= For regression smoothing saves the coefficients in a matrix.
DELTA= Used with METHOD=LOWESS to group observations.
FCSE= Saves prediction standard errors in the variable specified.
HATDIAG= Saves the diagonal elements of the smoother matrix.
INCOVAR= Specifies an input covariance matrix in lower triangular form.
ITER= Used with METHOD=LOWESS to specify the number of iterations.
METHOD= The options are EPAN, MULTI, NORMAL, QUARTIC, TRIANG, UNIFORM, and LOWESS
RWEIGHTS= For METHOD=LOWESS saves the robustness weights.
SIGMA= Saves conditional standard errors in the variable specified.
SMATRIX= Saves the N x N smoother matrix.
SMOOTH= Specifies the value of the smoothing parameter.

Other available options are:
LIST, BEG=, END=, PREDICT=, RESID=.