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

From   Maarten buis <>
Subject   Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering
Date   Tue, 1 Dec 2009 08:09:11 +0000 (GMT)

--- On Tue, 1/12/09, L S wrote:
> I've been playing around with the fracpoly graphs for a
> couple days now.  Compared to the local polynomial 
> regression lines, they do not look quite right.  The
> main thing is that the picture will depend often depend
> fairly strongly on the number of degrees for the
> fractional polynomial. 

The local polynomial suffers from a similar problem, there 
you will have to choose the bandwidth, which will similarly
influence the resulting curve. One tool you can use to help
you choose the degree is the -compare- option within 

> Thus, though I said I was flexible with respect to which
> form of nonparametric regression is used, I was wondering
> if there might be a way to possibly return back to local
> polynomial regression or perhaps another form of
> nonparametric regression (besides fracpoly) that will
> allow me to plot 95% CIs accounting for clustering, e.g.
> something like

You can't do it with local polynomial curves. Another option
you could look at is -mvrs-, which appeared in the Stata 
Journal, so you'll have to install it by typing -findit mvrs-
and following the instructions in the resulting window. The
basic philosophy is similar to -fracpoly-, but it uses 
splines instead of fractional polynomials.

Patrick Roystond and Willi Sauerbrei (2007) Multivariable 
modeling with cubic regression splines: A principled approach.
The Stata Journal, 7(1):45--70.

Hope this helps,

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


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