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 at the end of May, and its replacement, statalist.org is already up and running.


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

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


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/


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