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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering
Date   Tue, 1 Dec 2009 08:16:02 -0500

You can do it with a local polynomial, it's just not terribly easy.
You have to pick the points at which you want to generate prediction,
perhaps quantiles of x, then -bsample- clusters, do the estimation,
and then -post- or otherwise save the estimates, and finally collect
all results.  A similar strategy would work with -pspline- (-findit-
will find that option).

As Nick Cox points out, it's also not clear why you want this. Are you
perhaps contemplating a regression discontinuity estimator?

On Tue, Dec 1, 2009 at 3:09 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> You can't do it with local polynomial curves.
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