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st: RE: Point Estimates with Local Polynomial Regression

From   "Nick Cox" <>
To   <>
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

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. 


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.

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