DiNardo, John and Justin L. Tobias. 2001. "Nonparametric Density and Regression Estimation." Journal of Economic Perspectives 15 (Fall). no. 4: 11-28 discussed methods for implementing nonparametric regressions with control variables. Speaking from experience, these are easy to implement in stata.
Cheers,
Steve
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of jean ries
Sent: Tuesday, December 20, 2005 12:54 AM
To: [email protected]
Subject: Re: st: Controls for Lowess smoothing
>Date: Sun, 18 Dec 2005 11:39:29 -0500
>From: Tinna <[email protected]>
>Subject: st: Controls for Lowess smoothing
>
>Dear Statalisters,
>
>Is it possible to use control variables in a locally smoothed
>(nonparametric) regression?
>
>Tinna
>
>P.S. my command looks like this.
>lowess healthdummy lowessequiv1000, bwidth(0.6) ytitle(Probability of
>Being in Good Health) xtitle(Income (Simulated and Adjusted for Family
>Size)) title(Lowess Smoothed Regression of Income on Probabiltiy of
>Good Health) by(male)
>
Tinna,
You could use "partial linear models" (Yatchew 1997). I don't know if
there is some Stata code out there that implements these methods. On the
other hand, these methods are not very difficult to implement either.
If you are curious and want to see some applications, or if you want to
learn about extensions, you can as well have a look at a survey article
(Yatchew 1998) and/or a textbook (Yatchew 2003) by the same author.
Yatchew, A., 1997, An Elementary Estimator of the Partial Linear Model,
Economics Letters, 57, 135-43
Yatchew, A., 1998, Nonparametric Regression Techniques in Economics,
Journal of Economic Literature, 36, 669-721.
Yatchew, A., 2003, Semiparametric Regression for the Applied
Econometrician, Cambridge University Press.
Hope this helps,
jean
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