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st: Point Estimates with Local Polynomial Regression


From   Rodney Hughes <rphughes144@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Point Estimates with Local Polynomial Regression
Date   Tue, 27 Jul 2010 14:25:32 -0400

With complex survey data, "subpop" should be used instead of "if" in
Stata to account for groups appropriately and calculate standard
errors correctly, but I want to run nonparametric regressions using
Stata's "lpoly" command for local polynomial regression, and lpoly is
incompatible with subpop in Stata 10 and 11.

If I use "if" instead of subpop (say, to limit a nonparametric
regression to observations from only one state), will the point
estimates of the smoothed values in the nonparametric regression be
correct? I know the point estimates would be correct and the standard
errors would be incorrect for other regression models, but I wonder
about nonparametric regression because the smoothed values rely on
other nearby values, and "if" would exclude some of these.

Thank you for your consideration.

Sincerely,

Rodney Hughes
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