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From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Constrained Lowess |

Date |
Sat, 3 May 2008 18:21:34 -0400 |

See also ssc inst locpr help locpr On Fri, May 2, 2008 at 12:40 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote: > Hello Nick, > > I am sorry for being inprecise. Indeed, I smooth the rates (of e.g. > unemployment) by groups defined by age (which is truncated to > integers, and thus I concider it categorical). > > So I start with a table like the following: > > Age Unemployment rate > 10 0.01 > 11 0.02 > ... > 99 0.01 > > Here unemployment rate is naturally between 0 and 1. It is the average > of the 0/1-responses within the group, defined by age. > > If I just run lowess, it produces the picture similar to the one here: > sysuse auto > generate z=1/headroom^16 > lowess z mpg > Note that the tails go below zero, and this is what I am trying to avoid. > > Your advice of logit transformation before/after smoothing worked. > > Thank you, > Sergiy Radyakin > > > > > > On 5/2/08, Nick Cox <n.j.cox@durham.ac.uk> wrote: > > Quite how to get useful results from smoothing a binary response is not > > clear to me. > > > > If the data were proportions on (0,1) or even [0,1] I would suggest > > some kind of transformation approach. -lowess, logit- is presumably > > intended to help. > > Otherwise consider something like an angular or folded root > > transformation, applying -lowess- and then transforming back. > > > > But for binary data any transformation just maps two distinct values to > > two other distinct values and so cannot help, so far as I can see. > > > > In the case of unemployment data, presumably you are dealing with > > individuals? If they are aggregate data for lots of individuals I would > > collapse by age to get proportion of unemployed, and then smooth if > > necessary. It sounds as if you want something quite different, however. > > Also, as you regard -age- as categorical I probably don't understand > > what you are trying to do. > > > > Nick > > n.j.cox@durham.ac.uk > > > > Sergiy Radyakin > > > > I am plotting a smoothed graph (-lowess-) of a binary variable (e.g. > > unemployed) by categorical (e.g. age). However the smoothed values are > > not necessarily in the [0;1] range, where unemployment must be by > > definition. I can save the smoothed values into a new variable with > > the option -generate(newvar)- and then truncate the negatives and > > values larger than one, but I believe smoothing must look differently > > if I could tell -lowess- to look for such a constrained value in the > > first place. As it follows from the description of -lowess- it doesn't > > have such a feature. Is there any user-written command or simple > > algorithm for this purpose? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Constrained Lowess***From:*"Sergiy Radyakin" <serjradyakin@gmail.com>

**st: RE: Constrained Lowess***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: Constrained Lowess***From:*"Sergiy Radyakin" <serjradyakin@gmail.com>

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