Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

RE: st: LOWESS: confidence band


From   <[email protected]>
To   <[email protected]>
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: [email protected] on behalf of Austin Nichols
Sent: Fri 02/03/2012 17:12
To: [email protected]
Subject: Re: st: LOWESS: confidence band



fadi <[email protected]>:
Also use option degree(1) which should be the default, not degree(0).

On Fri, Mar 2, 2012 at 12:10 PM, Austin Nichols <[email protected]> wrote:
> fadi <[email protected]>:
> Conf bands at the boundary are tricky at best; try -lpoly- with a
> triangle kernel.
>
> On Fri, Mar 2, 2012 at 11:20 AM,  <[email protected]> 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

*
*   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/



Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer

<<winmail.dat>>



© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index