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RE: st: RE: -locpoly-


From   absc11@bangor.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: -locpoly-
Date   Tue, 1 Jun 2004 18:54:02 +0100

I apologize, the book is indeed by Fan, and Gijbels. However, my question still
stands for the authors of -locpoly-. Whether the references listed below are
sufficient in explaining the -locpoly- algorithm ?

Concerning the statistical test, what is your opinion on testing the distance
between the distribution of the parametric "y-hat" and the distribution of the
non-parametric "conditional-y-mean" ? Such as the original Kolmogorov-Smirnov
or Anderson-Darling tests.



Quoting Nick Cox <n.j.cox@durham.ac.uk>:

> D.Christodoulou
> 
> > Following Nick's reply on my previous posting I was not able 
> > to locate the
> > reference:
> > Fan, Fan, and Gijbels,  "Local Polynomial Modelling and Its 
> > Applications",
> > in Monographs of Statistics and Applied Probability, Chapman 
> > and Hall/CRC.
> 
> The book is by Fan and Gijbels. 
> 
> > (2) Has anyone written something on nonparametric smoothing for
> > higher-dimensions, i.e. more than one explanatory variables ?
> 
> In Stata: I don't think so. 
> 
> > (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 ?
> 
> In most applications, in my experience, by far the most fruitful thing to do
> 
> is to draw a graph and think about the difference and whether
> it is interesting or important. I don't know how to program that
> in terms of a portmanteau measure or a  test leading to a P-value. 
> 
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