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Nearest Neighbor Fit

Posted: Tue Sep 07, 2010 6:39 pm
by maxchen
ver 7.1
user guide I P519
Local Weighting (Tricube): If you turn this option off, each local regression will be unweighted with w_i =1 for all i.
My question: W_i=1 for obs in nearest neighbor, and zero outside the neighbor. Subset only, not full set of obs, right?

Re: Nearest Neighbor Fit

Posted: Wed Sep 08, 2010 9:15 am
by EViews Glenn
Yes. Computational things in EViews are based on the specified sample.