Re: [Gretl-devel] bandwidth default for nadarwat()
On Fri, 8 Dec 2017, Sven Schreiber wrote:
Am 08.12.2017 um 13:24 schrieb Sven Schreiber:
> the doc for nadarwat says: "a popular choice is n^-0.2". Why not
> make that the default value officially, such that the third/final
> arg becomes optional?
Sorry, a P.S. question about nadarwat() and also the other
nonparametric estimator "loess()": Why are both only implemented
as functions instead of commands? For estimators I would have
expected a command.
For any parametric estimator, yes, a command would be expected. With
parametric estimation, predicted values may be of interest but in
the first instance interest centers on the parameter estimates, and
the user naturally wants to see them (along with standard errors,
etc.).
But with loess and nadarwat (and also svmpred) there's nothing of
much interest _other than_ the predicted values. Commands don't
return anything, so instead we implement these as functions that
return the predictions series.
If we implemented the non-parametric estimation functions as
commands, what (if anything) would we print? We could print the
predictions, I suppose, but that's unlikely to be of much use; the
user would need an accessor to actually "get hold of" them. So we
return the predictions instead.
Allin