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Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering
Date   Sat, 28 Nov 2009 02:46:50 -0800 (PST)

--- On Sat, 28/11/09, L S <lts40301@gmail.com> wrote:
> I would like to graph a nonparametric regression of y on
> x.  The graph should include 95% confidence intervals for
> the nonparametric regression which account for clustering
> of the errors over each individual in the data 

What about (you can add more graphs to this plot using the
-addplot()- option):

*----------------- begin example -----------------
clear
set obs 100
set seed 1234
gen id = _n
gen e = uniform()
expand 5
gen x = uniform()
gen y = -.6 + 1.4*x^.5 + .5*(x>.5) + e
fracpoly reg y x, cluster(id)
fracplot
*------------------ end example ------------------

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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