Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: confidence intervals for lowess plot


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: confidence intervals for lowess plot
Date   Fri, 13 Oct 2006 22:06:16 +0100 (BST)

--- Jacki wrote:
> > I have a slightly modified form of lowess.ado that uses either the
> > SE from the regression or bootstrapping to generate\plot the CI
> > about the point estimates. I don't know how valid the approach is 
> > statistically 

--- Enzo Coviello <enzo.coviello@alice.it> wrote:
> probably Marten could give some advice about the validity of your
> approach.

I feel flattered, so here is my five cents: It appears that the problem
here is getting the right number of degrees of freedom. You are
estimating lots of models (one for each observation) and thus estimate
lots of parameters (one, two, or three for each observation, depending
on the order of the polynomial), but the model degrees of freedom
should be less than some multiple of the number of observations since
the models are made to be similar (how otherwise could it result in a
smooth curve?) Anyhow, the degrees of feedom used in each regression is
only the number of parameters in that regression (one two or three,
depending on the degree of the polynomial), which seems too few. 

A sensible sounding solution is proposed in:
http://socserv.mcmaster.ca/andersen/Haifa/Haifa_lecture2.pdf especially
slide 34 and 35.

HTH,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
___________________________________________________________ 
Try the all-new Yahoo! Mail. "The New Version is radically easier to use"  The Wall Street Journal 
http://uk.docs.yahoo.com/nowyoucan.html
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index