clear
set obs 100
gen x=uniform()
gen mx=(sin(2*_pi*x))^2
gen u=0.01*normal(uniform())
gen y=mx+u
kernreg1 y x,kercode(3) np(65) gen(c_kern y_grid)
  di $S_1  //显示使用的bandwidth,默认是最优带宽,可能是CV方法.
help kernreg1

knnreg y x ,knum(10) gen(y_knn)  //knum在0和n之间,这里n=90