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Re: st: out of sample lowess prediction

From   Nick Cox <>
To   "" <>
Subject   Re: st: out of sample lowess prediction
Date   Tue, 7 Aug 2012 17:34:02 +0100

Short answer is, I believe, No. Several issues of principle and practice are bound up here. Sufficient to say that -lowess- is based on what is possibly a very large number of regression results which would be impractical to save.


On 7 Aug 2012, at 16:42, Eric Lewis <> 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
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

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