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Re: st: -mlowess- available on SSC
Could you provide a brief comparison of the mlowess and mrunning programs
(and running and lowess) for those of us who are not expert? Where would
you use one as opposed to the other?
-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.
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