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RE: st: RE: -locpoly-


From   "Olley, G. Steven" <Steven.Olley@nera.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: -locpoly-
Date   Tue, 1 Jun 2004 15:54:42 -0400

Pagan and Ullah (1999) discuss the how to compare the fit of a parametric model to that of a nonparametric model.  See Section 3.13.

Pagan, A. and A. Ullah, Nonparametric Econometrics, Cambridge University Press, 1999.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Jeff Pitblado,
StataCorp LP
Sent: Tuesday, June 01, 2004 3:00 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: -locpoly-


> (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 ?

This is a good research question worth a literature search.  Simonoff has some
discussion of goodnetss-of-fit:

	Simonoff, J. S.  1996.  Smoothing Methods in Statistics.  Springer:
	New York.

--Jeff
jpitblado@stata.com
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