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Re: st: RE: -locpoly-
Following Nick's reply on my previous posting I was not able to locate the
Fan, Fan, and Gijbels, "Local Polynomial Modelling and Its Applications",
in Monographs of Statistics and Applied Probability, Chapman and Hall/CRC.
(1) I would like ask the authors of the -locpoly- command and whoever is
familiar with the command whether the following references are sufficient
in explaining the algorithm of -locoply-:
Hardle (1990), Applied Nonparametric Regression, Econometric Society
Monographs, Cambridge Press.
Cleveland (1979), "Robust Locally Weighted Regression and Smoothing
Scatterplots", Journal of the American Statistical Association, Vol.74,
Muller (1987), "Weighted Local Regression and Kernel Methods for
Nonparametric Fitting", Journal of the American Statistical Association,
Vol.82, No.397, pp.231-238.
(2) Has anyone written something on nonparametric smoothing for
higher-dimensions, i.e. more than one explanatory variables ?
(3) How can I statistically compare (given a confidence level) the
parametric fit "y-hat" with the non-parametric fit "conditional-y-mean" ?
Has anyone written a statistical test such as the one described in
Hardle(1990, ch.9.3) for the qsuared deviation between the two measures ?
many thanks in advance,
Nick Cox wrote:
> -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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