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st: RE: lowes generate


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: lowes generate
Date   Sun, 15 Oct 2006 17:27:17 +0100

You are correct. This was mentioned briefly in 
the Stata Journal in SJ 5(4): 574-593 (2005). 

It can indeed be a surprise, but the alternative of 
insisting that the same x values have the same 
smoothed values really doesn't sit well with 
the lowess algorithm's way of defining windows. 

I don't know if other implementations of lowess
(or loess, or locfit) have the same way of 
dealing with ties, but I think that Stata implementations
have consistently done this. 

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

Maarten buis
 
> I came across the following puzzle while looking into bootstrapping
> -lowess- curves: If the variable on the x-axis has ties, than I would
> expect all observations with the same x value to have the 
> same smoothed
> y value. However if I generate smoothed values of y using 
> -lowess- with
> the generate option, observations with the same x value sometimes get
> different smoothed y s, and this already occurs in the second 
> digit, so
> it seems too big for just rounding error. An example of this behavior
> is given below.
> 
> *---------- begin example -----
> sysuse auto, clear
> lowess price rep78, gen(sm)
> table rep78, c(min sm max sm)
> *------------ end example -----

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