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RE: st: -mlowess- available on SSC


From   <pawstats-sox@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: -mlowess- available on SSC
Date   Wed, 18 Oct 2006 11:52:22 -0700 (PDT)

thanks indeed Nick for your responses to all these
smoothing questions.

i have noticed that you warn of the dangers of taking
these Stata smoothers too seriously, or of using them
for anything other than exploratory work. also, in the
concurrent -fractileplot- thread you mention that
S-plus and R offer a much richer modelling
environment.

for those of us without the expertise required to make
these judgements, would you care to explain further
why you stress that smoothers such as -mlowess- or
-mrunning- should not be taken too seriously? which
deficiencies concern you?

consider a simple application where all the x
variables are known a priori (so that no exploratory
work is required to determine the appropriate x's),
and where all the y's & the x's are measured without
error: if theory does not offer any priors re the
functional form (other than local smoothness) are
there any other estimators that would you take
seriously? or do you think that smoothing science has
not yet advanced to that point?

--- Fred Wolfe <fwolfe@arthritis-research.org> wrote:

> Thanks, Nick, for your insights.
> 
> Fred
> 
> At 12:17 PM 10/18/2006, Nick Cox wrote:
> >-lowess- has long been an official Stata command,
> >although the original program was a user-written
> >program by Patrick Royston.
> 
> <snip>
> 
> >I am very happy if anybody finds this stuff
> interesting or useful,
> >but they are just automated equivalents of the
> eyeball and freehand
> >curve.
> >
> >Nick
> >n.j.cox@durham.ac.uk
> 
> 
> Fred Wolfe
> National Data Bank for Rheumatic Diseases
> Wichita, Kansas
> Tel +1 316 263 2125
> fwolfe@arthritis-research.org
> 
> 
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