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Re: st: Lowess smoother matrix

From   "Florian Ramseger" <>
Subject   Re: st: Lowess smoother matrix
Date   Thu, 15 Jul 2010 17:07:06 +0200

Dear Oliver,

Thank you very much for your reply! Yes, that would be very helpful if
you could send me this, because I am not sure I know how to calculate
this matrix.

Again, thanx a lot!


-----Original Message-----
Date: Thu, 15 Jul 2010 13:50:56 +0200
Subject: Re: st: Lowess smoother matrix

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

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
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