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Re: st: Lowess smoother matrix


From   Oliver Jones <ojones@wiwi.uni-bielefeld.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Lowess smoother matrix
Date   Thu, 15 Jul 2010 13:50:56 +0200

Hi Florian,
just a few days ago I had a similar problem.
Since the reference manual dose not mention any results saved after lowess I "verified" that by
* stata code begin
sysuse auto, clear
lowess foreign mpg, ylabel(0 "Domestic" 1 "Foreign") noweight
return list
ereturn list
sreturn list
*stata code end

Thus I guess you have to calculate the trace of the smoother matrix by yourself.

I did this for running lines with symmetric neighbourhoods. If you are interested I can send you the .do-file that calculates the equivalent degrees of freedom together with the data I used. The dataset comes from Hastie and Tibshirani (1990) "Generalized Additive Models" and consists of just 3 variables with 43 observations.

Kind regards
Oliver
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