
From  Enzo Coviello <enzo.coviello@alice.it> 
To  statalist@hsphsun2.harvard.edu 
Subject  Re: st: RE: confidence intervals for lowess plot 
Date  Sat, 14 Oct 2006 07:16:25 +0200 
Looking at Andersen.presentation, the solution looks not so simple. That's probably why pointwise confidence intervals are not implemented in the official command.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/

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