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From |
Tania Treibich <tania.treibich@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Get fitted values after locpoly (kernel regression) |

Date |
Sun, 18 Sep 2011 13:03:14 +0200 |

Dear Partho, thank you for your interest! What I want to do is to fit the model Yi=m(Xi)+ei without making any assumption on the functional form of m(). The output generated by the kernel regression is a graph as well as a series of coordinates (new variables created in the database which I called xker and yker). These coordinates are the points used for the smoothing. Indeed, xker defines the smoothing grid : at each x0 in the grid, a weighted regression is performed and associated with a value y0. Then all these points are joined. What I want to retrieve instead is for each value of X, the associated value Yhat through the transformation m(). I am now using locpoly for this regression but I saw I can also use kernreg2, but I didn't find any help files. Regards, Tania 2011/9/18 Partho Sarkar <partho.ss+lists@gmail.com>: > Hello Tania > > I was puzzled by this post at first, as I knew of locpoly as a R > package, rather than a Stata command. But a quick search via findit > showed the user-written locpoly (a good find for me, as I have an > interest in kernel regression too!) But after looking through the > program help file and some examples, I am still puzzled by your > question. What exactly do you mean by "fitted values"? Are the > generated yker values in your example not exactly what one usually > calls by that name, or am I missing something? > > Regards > Partho > > On Sat, Sep 17, 2011 at 1:18 AM, Tania Treibich > <tania.treibich@gmail.com> wrote: >> Dear Statalist, >> >> I have done a kernel regression using the command locpoly : >> locpoly inv_rate l_kap_L, degree(3) width(1.5) n(20) generate (xker >> yker) noscatter >> >> I want to retrieve the fitted values, is that possible? >> >> Thank you! >> >> Tania Treibich >> * >> * 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/ >> > > * > * 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/ > -- -- Tania Treibich * * 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: Get fitted values after locpoly (kernel regression)***From:*Partho Sarkar <partho.ss+lists@gmail.com>

**Re: st: Get fitted values after locpoly (kernel regression)***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: Get fitted values after locpoly (kernel regression)***From:*Tania Treibich <tania.treibich@gmail.com>

**Re: st: Get fitted values after locpoly (kernel regression)***From:*Partho Sarkar <partho.ss+lists@gmail.com>

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