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st: RE: -locpoly-
-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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