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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Point Estimates with Local Polynomial Regression |

Date |
Tue, 27 Jul 2010 19:41:22 +0100 |

One safe answer to the second is surely to -drop- every observation not in the desired group, even if only temporarily. Then there is _no_ possibility of observations not in the desired subset influencing the smooth. Another more general answer is that I don't ever think of point estimates from a nonparametric smooth as correct in any strong technical sense. The choice of kind and degree of smoothing is always capricious, even when it is automated. Nick n.j.cox@durham.ac.uk Rodney Hughes 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. * * 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/

**References**:**st: Point Estimates with Local Polynomial Regression***From:*Rodney Hughes <rphughes144@gmail.com>

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