Course outline 1. Nonparametric density estimators

• Empirical densities • The kernel method • Statistical properties of the kernel method • Other methods for density estimation • Multivariate density estimation • Stata commands. 2. Linear nonparametric regression estimators • Regression splines • The kernel method • The nearest neighbor method • Cubic smoothing splines • Local polynomial regression • Statistical properties of linear smoothers • Methods for high dimensional data • Stata commands