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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 |
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 -fracpoly-. > 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. http://www.stata-journal.com/article.html?article=st0120 Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering***From:*Austin Nichols <austinnichols@gmail.com>

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