st: RE: logistic regr followed by lowess

 From "Nick Cox" To Subject st: RE: logistic regr followed by lowess Date Fri, 1 Sep 2006 20:18:41 +0100

```I don't know what you are doing with -lowess- as you
show us no code.

But if I were to go

sysuse auto, clear
logit foreign mpg
predict p
lowess p mpg

that works quite well, but it is far from the best
way to get a plot of the predicted values. The
logit model with just one continuous predictor
gives a prediction which is by defintion a (smooth)
curve in 2-space exactly defined by an equation, so there is
nothing to smooth.

Better ways to do it include

. twoway function prediction = invlogit(_b[_cons] + _b[mpg] * x) , ra(mpg)

. twoway mspline p mpg, bands(200)

. regplot

where -regplot- locations can be found by -search regplot-.

To answer what I think your question is in another way, if you
follow -logit- with -lowess-, -lowess- has no idea that what
it is plotting is anything to with -logit-.

Nick
n.j.cox@durham.ac.uk

stata_user stata_user (split personality?)

> I have an outcome y dichotomous (0/1) and a continuous predictor X1
>
>
> I use
> logit y X1
> I predict
> p
> and then I use the lowess smooth curve
>
> I have a confusion about the  lowess.
>
> I am not sure if the lowess fits smooth successive non
> paramteric regression
> (Y X1) for successive small intervals of X1 (starting with
> the smallest
> values of X1), and then produces a smooth option of the predicted
> probabilities
>
> Or if it fits successive logistic regression models followed
> by a smooth
> graph of these probabilities of these models
>

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```