| 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). |
