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st: RE: logit and LOESS graphs


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: logit and LOESS graphs
Date   Fri, 7 Mar 2008 19:54:41 -0000

In addition to Maarten's comments: 

1. What was first called lowess was later called loess (and is also
implemented in other languages 
as locfit). Stata has stuck to the name -lowess- for some time. 

No matter, in Stata 

. search loess

would have pointed Chris to helpful documentation. The name -loess- is
at least for some users most
unfortunate as it refers to a particular kind of deposit much studied by
sedimentologists and geomorphologists
(and not a smooth surface as Bill Cleveland claims somewhere).  

No matter!

2. A logit curve, depending quite what is meant by that, can be obtained
pure and simple by 

twoway function logit = logit(x)

twoway function inverse_logit = invlogit(x), ra(-5 5)

3. If you install -regplot- (-findit regplot- for locations), then
another way to get part of Maarten's 
example is 

logit foreign mpg 
regplot 

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

Maarten buis

--- Chris wrote:
> 1. Does anyone know how to perform LOESS in Stata?  I know how to do 

> this in R but I'd prefer to avoid that, because R is memory
> inefficient.
>
> 2. Is there a way to display a logit curve?

Given the combination of question I am assuming you are looking for
something like the example below. However, there ares some weird jumps
in the lowess curve that I cannot explain. 

-- Maarten

*----------- begin example ------------------
sysuse auto, clear
logit foreign mpg
sort mpg
predict logit, xb
predict pr, pr

twoway lowess foreign mpg || ///
       line pr mpg, name(pr)

twoway lowess foreign mpg, logit || ///
       line logit mpg, name(logit)
*----------------- end example -----------------


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