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]

st: Get fitted values after locpoly (follow-up)


From   Tania Treibich <tania.treibich@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Get fitted values after locpoly (follow-up)
Date   Wed, 21 Sep 2011 12:58:19 +0200

Dear Stata List users

I could get fitted values for my kernel regression using the at()
option of lpoly instead of the n() option:

locpoly inv_rate l_kap, at(l_kap) generate (yfitted) degree(3)
width(1.5) noscatter

This indeed computes the smoothing and creates the fitted value
yfitted for all the values of l_kap. However,  it gives too much
weight to outliers.

Instead, I would like the kernel regression to be computed only on a
limited number of points (as in the option n(50) ) BUT get the fitted
(approximated) value for ALL my observations.

Thanks again for your help!!

Tania
*
*   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