You are correct that we quote this paper in the
on-line help and again in the paper in Stata Journal
5(3), 2005. But there is no relevance beyond what
is mentioned, a reference to the guaranteed convergence of
the backfitting algorithm. In particular, -mrunning-
is not an implementation of ACE as defined by Breiman
and Friedman. It does no transformations,
and it does no search for transformations. It is
a smoothing program, rather than a regression program in
the classical sense. It is thus not accurate to say
that -mrunning- is "based on" Breiman and Friedman's
paper. (I would have said Yes to your original question
otherwise.)
Nick
[email protected]
Lei Xuan
> Hi Nick,
>
> I noticed that -mrunning- was implemented by Patrick Royston
> and you, based
> on Breiman and Friedman's paper. How is -mrunning- relevant to ACE
> algorithm?
Nick Cox
> . findit alternating conditional expectations
>
> indicates that the answer is no so far as Stata
> is concerned, and my memory is consistent with
> that. But a single counter-example would refute
> it.
Lei Xuan
> > I would like to know whether ACE (alternating conditional
> expectation)
> > algorithm has been implemented in STATA? ACE algorithm was
> proposed by
> > Breiman and Friedman (1985) in their paper:
> >
> > Breiman, L. and Friedman, J. H. (1985). " Estimating optimal
> > transformations for multiple regression and correlation". J.
> > Amer. Statist.
> > Assoc. 80, 580.
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