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st: RE: -locpoly-

From   "Nick Cox" <>
To   <>
Subject   st: RE: -locpoly-
Date   Fri, 28 May 2004 11:34:17 +0100

-locpoly- is a user-written program, except
that the authors are all also StataCorp employees
currently enjoying Memorial Day weekend: see

-locpoly- was written up in the Stata Journal 
4(3) 2003, and that write-up includes an array 
of references. One is the monograph by Fan and Gijbels
on local polynomial modelling from Chapman and Hall
(now CRC Press). 

-locpoly- is, I think, not accurately described as an 
extension of the user-written -kernreg-. It is 
a completely independent program. Both show 
some influence of -kdensity-: that's where the 
relationship lies if there is one. 

Confidence intervals do not appear to be built 
in. No doubt someone somewhere has written how 
to do this, with some extra work. 

> Is it possible to construct and graph confidence intervals 
> with the -locpoly-
> nonparametric regression smooth?
> Also, the -locpoly- help file does not point to any 
> references. Is the -locpoly-
> an extension of the -kernreg- but with a polynomial fit instead?

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