WWW | Community | Store | Account | Contact Us
SHAZAM Homepage

NONPAR

The NONPAR command provides features for nonparametric density estimation and regression smoothing techniques.

In general, the format is:

NONPAR vars / DENSITY options

In general, the format for regression smoothing is:

NONPAR depvar indeps / options

The available options are:

OPTION DESCRIPTION
beg= Specifies the BEGinning observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect.
brho= Used with kernel smoothing methods to specify a value of rh0 (0 = rho < 1) to use in calculating the Rice [1984] boundary modified estimate. This is not available with the Epanechnikov kernel. With the Gaussian or triangular kernel the value for BRHO= is rounded down to the nearest tenth and numeric integration is used. Integrals are computed explicitly for other kernels. (When this option is used the DENSITY and FCSE= options are not available).
coef= For regression estimation with METHOD=NORMAL, METHOD=MULTI or METHOD=LOWESS this option saves the estimated slope coefficients in an N x K matrix.
delta= Used with METHOD=LOWESS to group the observations as described above. The default is DELTA=0. When this option is used some model diagnostics are not provided and the FCSE= option is not available.
density Calculates kernel density estimates. The kernel function is specified with the METHOD= option as EPAN, MULTI, NORMAL, QUARTIC, TRIANG or UNIFORM. The default is METHOD=NORMAL for the univariate case and METHOD=MULTI for the multivariate case.
end= Specifies the ENDing observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect.
fcse= Saves the prediction standard errors in the variable specified. This option is not available with robust locally weighted regression.
graph Prepares gnuplot plots of the residuals and the fitted values. With the DENSITY option a plot of the density function is given (available for univariate density estimation only). With the GRAPH option the APPEND, OUTPUT=, DEVICE=, PORT= and COMMFILE= options are also available as described for the GRAPH command.
hatdiag= Saves the diagonal elements of the smoother matrix S in the variable specified.
incovar= Used with kernel density estimation methods. For METHOD=MULTI the covariance matrix must be a symmetric matrix stored in lower-triangular form such as that produced by the COV= option on the STAT command or the SYM function on the MATRIX command. For the product kernel methods this must be a K x 1 vector of variance estimates.
iter= Used with METHOD=LOWESS to specify the number of iterations for robust locally weighted regression. The default is ITER=0. With ITER=0 the estimation is by nonrobust locally weighted regression.
list LISTs and plots the residuals and predicted values of the dependent variable and residual statistics. When LIST is specified RSTAT is automatically turned on.
method= Specifies the kernel function or regression method. The available options are EPAN, MULTI, NORMAL, QUARTIC, TRIANG, UNIFORM and LOWESS. The default is METHOD=NORMAL for the univariate case and METHOD=MULTI for the multivariate case.
pcoef For regression estimation with METHOD=NORMAL, METHOD=MULTI or METHOD=LOWESS this option prints the estimated slope coefficients evaluated at every point.
predict= Saves the predictions from the regression estimation in the variable specified. When the DENSITY option is used the PREDICT= option saves the density estimates in the variable specified.
resid= Saves the residuals from the regression estimation in the variable specified.
rweights= For METHOD=LOWESS saves the robustness weights in the variable specified. This is not used when ITER=0.
sigma= For kernel smoothing methods saves the conditional standard errors in the variable specified.
smatrix= Saves the N x N smoother matrix in the variable specified.
smooth= Specifies the value of the smoothing parameter. For kernel density estimation methods the default values are described above. For METHOD=LOWESS the default for the smoothing fraction f is SMOOTH=0.5.
append Specifies that the gnuplot command file is to be appended to gnuplot command files created with previous commands in the SHAZAM program.
output= Gives the filename for the gnuplot output file (8 characters maximum) when the DEVICE= option is used. When DEVICE=POSTSCRIPT is used the default output filename is GNU.ps.
device= Specifies the type of device for gnuplot output. The default is the terminal screen. The option DEVICE=POSTSCRIPT sends output to a PostScript file. The gnuplot command set term gives the complete list of valid options.
port= Use PORT=NONE to obtain gnuplot command and data files but no gnuplot output.
commfile= Gives the filename for the gnuplot command file (8 characters maximum).