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, statalist.org is already up and running.


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

Re: Re: st: Nonparametric estimation or smoothing with convexity imposed


From   "Powers, Nicholas" <Nicholas.Powers@brattle.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Nonparametric estimation or smoothing with convexity imposed
Date   Fri, 6 May 2011 09:57:29 -0400

Sorry, I mis-spelled one of the author's names.  The full reference follows.

Daniel J. Henderson and Christopher F. Parmeter, 2009 "Imposing Economic Constraints on Nonparametric Regression: Survey, Implementation and Extensions,'' Advances in Econometrics: Nonparametric Methods, Elsevier Science, Volume 25, edited by Q. Li and J. S. Racine, 433-469. 

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

Nick

On Thu, May 5, 2011 at 9:43 PM, Powers, Nicholas <Nicholas.Powers@brattle.com>

> 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.
>


 
Nicholas E. Powers
Associate
 
The Brattle Group
1850 M Street NW, Suite 1200 | Washington, DC 20036 | United States
Main: +1.202.955.5050 | Fax: +1.202.955.5059 
Direct: +1.202.419.3369
Nicholas.Powers@brattle.com
www.brattle.com <http://www.brattle.com/> 
Cambridge | San Francisco | Washington | Brussels | London | Madrid


******************
 
IMPORTANT NOTICE FROM THE BRATTLE GROUP: This message, and any attachments, are
intended only for the use of the individual or entity to which it is addressed and
may contain information that is privileged, confidential, and exempt from disclosure
under applicable law. Any unauthorized dissemination, distribution or copying of this
communication is strictly prohibited. If you have received this communication in error
please notify me immediately by return email and immediately delete the original and all
copies of the message and any attachments to it. Note also that nothing in this message is
intended to constitute an electronic signature or otherwise to satisfy the requirements for
a contract unless an express statement to the contrary is included in the message.

Please ensure you have adequate virus protection before you open or use attachments.
The Brattle Group does not accept any liability for viruses.
 
******************

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index