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st: -mlowess- available on SSC


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -mlowess- available on SSC
Date   Wed, 18 Oct 2006 12:44:25 +0100

Thanks to Kit Baum, a new package -mlowess- is now 
available on SSC. 

-mlowess- is for lowess smoothing with multiple predictors. 
It follows -fractileplot-, posted recently. 

Stata 8 is required. 

-mlowess- computes lowess smooths of a response 
on specified predictors simultaneously; that is, 
each smooth is adjusted for the others.  Fitted 
values may be saved in new variables. By default, 
adjusted values of the response and the lowess 
smooth are plotted against each predictor. 
The approach is based on methodology for 
generalised additive models, but -mlowess- is 
primarily intended for exploratory graphics, 
rather than model fitting with inferential apparatus.
For example, it might be useful to check whether
predictors are worth including in a model at 
all, or as such or transformed. 

In my experience the graphics take much longer 
than the numerics with -mlowess-. In particular, 
-mlowess- is probably best for that and other reasons 
for considering models with only a modest number of 
predictors. 

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

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