Dear all,



I'm trying to do a multivariate local regression whit the locfit instruction, such as:    Y=m(Z,X,W)+u



However, I have a problem at the moment of calculte the bandwith of the regression. If I had a univarite local regression model I could use the instruction "regband". However, this command only works in models with only one predictor.



Somebody knows how can I do that?



Please help I completely lose.



Thanks in advance

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