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RE: st: LOWESS: confidence band


From   <F.Hassan@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: LOWESS: confidence band
Date   Fri, 2 Mar 2012 18:41:21 -0000

Dear Austin,
 
thank you very much for your advice.
 
Do you have any reference so I can better ground your suggestions? 
 
(i.e. why triangle kernel and why degree 1?)
 
Many thanks,
 
fadi

________________________________

From: owner-statalist@hsphsun2.harvard.edu on behalf of Austin Nichols
Sent: Fri 02/03/2012 17:12
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: LOWESS: confidence band



fadi <F.Hassan@lse.ac.uk>:
Also use option degree(1) which should be the default, not degree(0).

On Fri, Mar 2, 2012 at 12:10 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> fadi <F.Hassan@lse.ac.uk>:
> Conf bands at the boundary are tricky at best; try -lpoly- with a
> triangle kernel.
>
> On Fri, Mar 2, 2012 at 11:20 AM,  <F.Hassan@lse.ac.uk> wrote:
>> 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)
>> fadi

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