*! version 3.0.0 1/20/94 program define _adjksm version 3.0 /* Args: 1=Y, 2=X, 3=count, 4=bandwidth, 5=smoothed Y, 6=0 (unwtd mean), 1(unwtd line), 2(wtd mean), 3(wtd line), 7=robust residuals. NOTE: bandwidth is expressed as a fraction of the sample size, not a number of sample values. */ tempvar W capture drop `5' /* Using symmetric neighbourhoods. `k' is half-bandwidth. Initialise using points 1,...,k+1. Delta is distance between current Y and furthest neighbour in the interval. `W' is tricube weight function within the interval. */ gen `W' = 1 gen `5' = . local wtd = (`6'>1) local mean = (`6'==0 | `6'==2) local k = int((`4'*`3'-0.5)/2) local i 0 while `i'<`3' { local i = `i'+1 local x0 = `2'[`i'] if `i'>`3'-`k' { local imk=`3'-`k'*2 } else { local imk = max(1, `i'-`k') } if `i'<`k'+1 { local ipk = `k'*2+1 } else { local ipk = min(`i'+`k', `3') } if `wtd' { #delimit ; local delta = 1.0001* max(`2'[`ipk']-`x0', `x0'-`2'[`imk']) ; replace `W' = cond(`delta'>1e-30, (1-(abs(`2'-`x0')/`delta')^3)^3 , 1) in `imk'/`ipk' ; #delimit cr } if `mean' { sum `1' [aw= `W'] in `imk'/`ipk' replace `5' = _result(3) in `i' } else { reg `1' `2' [aw=`W'] in `imk'/`ipk' replace `5' = _b[_cons]+_b[`2']*`x0' in `i' } } end