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From |
ymarchenko@stata.com (Yulia Marchenko, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: lpoly and nonmissing fitted values where the dependent variable is missing |

Date |
Mon, 09 Aug 2010 11:09:14 -0500 |

Alex Olssen <alex.olssen@gmail.com> asks why -lpoly- produces smoothed values outside the range of <x>-values (the variable -length- below) as defined by an -if- statement: > I am doing a regression discontinuity analysis and want to understand how > -lpoly- is working. I use the -lpoly- options -gen- and -at- to create > fitted values for my local linear regression. Due to the nature of > regression discontinuity I look at two subgroups separately. Fitted values > are generated to observation that are even outside the subgroup. I want to > understand how it chooses where to fit them. > > For example, > > sysuse auto, clear > lpoly price length if length<190, ker(rec) deg(1) bwidth(12) gen(L) at(length) > sort length > br L length > > Cars with lengths up to 212cm long have fitted values. Does anyone know why? > > Note the if statement causes no problems. If I gen lengthlt190=length if > length<190 and then lpoly price lengthlt190 the results are identical. -lpoly- uses two notions of a sample: an estimation sample and a grid sample. An estimation sample defines a set of observations to be used in local weighted linear regression fits. A grid sample defines a set of grid points at which the smooth will be evaluated. To link this to the documentation (-[R] lpoly-, pp. 939-940), the estimation sample defines the set of x_i's used to compute regression coefficients in formula (2) in the documentation and the grid sample defines the set of grid points x_o. An -if- condition only affects the estimation sample and not the grid sample. To restrict the range of grid points, Alex should create a new variable in the desired range and use it in the -at()- option. Continuing Alex's example, we can use the -lengthlt190- variable in the -at()- option to restrict the range of 'at' values to those less than 190: . sysuse auto, clear . gen lengthlt190=length if length<190 . lpoly price length if length<190, /// ker(rec) deg(1) bwidth(12) gen(L) at(lengthlt190) -- Yulia ymarchenko@stata.com * * 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/

**Follow-Ups**:**Re: st: lpoly and nonmissing fitted values where the dependent variable is missing***From:*Alex Olssen <alex.olssen@gmail.com>

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