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# Re: st: out of sample lowess prediction

 From Nick Cox To "statalist@hsphsun2.harvard.edu" 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.
```
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

```
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```