Object Reference : Object View and Procedure Reference : Equation
Set or clear the local pilot bandwidth. Once set, the cached value may be used in all post-estimation routines that require a pilot bandwidth.
For equations estimated using the functional coefficients method.
Basic Options
Clear any previously set local pilot bandwidth.s
Pilot Bandwidth Options
Unless clearing the local pilot bandwidth using the option “clear”, the following options specify the pilot bandwidth computation.
plth =arg (default = “cv”)
Pilot bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), user-defined (“user”).
pltbw=arg (default =1)
User-defined bandwidth (if “plth=user”).
plthmin=arg (default = 0.1)
Bandwidth grid search minimum value (if not “plth=user”).
plthmax=arg (default =1)
Bandwidth grid search maximum value (if not “plth=user”).
plthlen=integer (default = 100)
Bandwidth grid search length (if not “plth=user”).
plthinc=integer (default = 10)
Bandwidth grid search increment step percentage increase (if not “plth=user”).
plthcup=integer (default = 10)
Stop rule: consecutive increases of objective function before stop (not available when “plth=user”).
pltm=arg (default = 10)
Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
pltq=integer (default = 4)
Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
auxk=integer (default = 2)
Estimation polynomial degree for pilot stage in excess of final stage degree. This number should always be an even positive integer.
sets the local pilot bandwith using computation default options.
computes a pilot bandwidth using the residual squares criterion and saves the value as the local pilot bandwidth.
eq1.setpilotbw(plth=user, pltbw=0.5)
sets the local pilot bandwidth to 0.5.
clears (uninitializes) the local pilot bandwidth.
See “Functional Coefficient Regression” for discussion of functional coefficients estimation.
See “Bandwidth Selection” and “Bandwidth Views” for a discussion of bandwidths.