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]

From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: out of sample lowess prediction |

Date |
Tue, 7 Aug 2012 17:34:02 +0100 |

Nick On 7 Aug 2012, at 16:42, Eric Lewis <erikylewis@gmail.com> wrote:

Dear all, This seems like a simple question, but I'm having a hard time finding a solution: Is it possible to do out of sample prediction with lowess? For example, here is some simple code where I'd like to generate out of sample predictions for even-numbered observations using data only from odd-numbered observations : * data generation clear set obs 11 gen x = . gen y = . forvalues i = 1(1)11 { replace x = `i' in `i' replace y = (`i')^2 in `i' if (floor((`i')/2) != ((`i')/2) ) * (only generates y variables for odd numbered x's) } * lowess -- local linear regression lowess y x, gen(new_y) list x y new_y

* * 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/

**Follow-Ups**:**Re: st: out of sample lowess prediction***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: out of sample lowess prediction***From:*Eric Lewis <erikylewis@gmail.com>

- Prev by Date:
**Re: st: If-command not accurate** - Next by Date:
**Re: st: If-command not accurate** - Previous by thread:
**st: out of sample lowess prediction** - Next by thread:
**Re: st: out of sample lowess prediction** - Index(es):