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st: RE: LOWESS: confidence band


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: LOWESS: confidence band
Date   Fri, 2 Mar 2012 16:44:26 +0000

The official Stata command -lowess- doesn't support this. I don't think you can even clone -lowess- to add your own modifications as it is dependent on a built-in command -_LOWESS-. 

One alternative is -rcspline- (SSC). This is just a convenience wrapper for -mkspline, cubic- and -regress- but convenience still beats the opposite. 

Nick 
n.j.cox@durham.ac.uk 

F.Hassan@lse.ac.uk

do you know how to construct a 95% confidence band for a LOWESS estimation not by bootstrapping? 

(I have a limited sample and I am interested in the confidence bands at boundary)


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