Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Nonparametric estimation or smoothing with convexity imposed

From   Nick Cox <>
Subject   Re: st: Nonparametric estimation or smoothing with convexity imposed
Date   Fri, 6 May 2011 06:08:45 +0100

Henderson and Parmenter (2009): please supply full reference.


On Thu, May 5, 2011 at 9:43 PM, Powers, Nicholas <>

> I have a question that I just wanted to run by this group before reinventing the wheel, in case someone here had done something similar.
> My data consists of Y-X pairs where Y is a (weakly) increasing (and unknown) function of X.  I need to smooth the data using numerical smoothing techniques, such that I generate a function (or at least smoothed values of Y) where Y is not only (weakly) increasing in X but is also weakly convex.  The lowess command comes close, but does not allow me to impose convexity.  I have a couple of ideas (and have seen Henderson and Parmeter 2009), but they will be somewhat labor-intensive.  If anyone is aware of a user-written Stata program that might make this easier on me, please let me know.

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index