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Re: st: multivariate lpoly
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: multivariate lpoly
Date
Mon, 10 Mar 2014 15:27:52 -0400
The package -ivqte- (SJ10-3 st0203) contains a subroutine, -locreg-
wich performs local multivariate linear regression. Not exactly what
you want, but I may help.
--------------------------------------------
Jorge Eduardo Pérez Pérez
Graduate Student
Department of Economics
Brown University
On Mon, Mar 10, 2014 at 3:19 PM, Nick Cox <[email protected]> wrote:
> They are indeed different, and not exactly what you are asking for.
>
> Good luck to anyone capable of coding something quickly with
> -mm_kern()- (as I think you mean).
>
> Note: please explain where user-written software you refer to comes
> from (in this case -moremata- from SSC?).
>
>
> Nick
> [email protected]
>
>
> On 10 March 2014 19:08, László Sándor <[email protected]> wrote:
>> Thanks, Nick, Greg â I did look into -mfp- and -margintegrate- and
>> both seem to do something different.
>>
>> I wonder if I should simply code up something quicky with -mf_mm_kern()-.
>>
>> Laszlo
>>
>> On Mon, Mar 10, 2014 at 2:19 PM, Nick Cox <[email protected]> wrote:
>>> I'd restrict the descriptor "multivariate (anything) regression" to
>>> multiple responses.
>>>
>>> Here you want multiple predictors: the official Stata offering
>>> includes -mfp- and in addition there is a sibling spline family in
>>> -mvrs- (SJ).
>>>
>>> One difficulty with a local polynomial is quite how you report it,
>>> except as a series of graphs and an estimated response for every
>>> distinct observation.
>>>
>>> Nick
>>> [email protected]
>>>
>>>
>>> On 10 March 2014 17:46, László Sándor <[email protected]> wrote:
>>>> Hi all,
>>>> I found some prior notes on the list about multivariate nonparametric
>>>> regression, but no definitive conclusion. Is there something you would
>>>> recommend now? Anything that scales as gracefully with the number of
>>>> x's as possible? (The curse of dimensionality is always an issue with
>>>> this kind of work.)
>>>>
>>>> Think of
>>>> lpoly y x1 [x2 ...], generate(ybar)
>>>> instead of the simple
>>>> lpoly y x, generate(ybar)
>>>>
>>>> Some older code is available as kernreg.ado of Chuck Manski detailed
>>>> in http://faculty.wcas.northwestern.edu/~cfm754/bounds_stata.pdf
>>>>
>>>> Thanks!
>>>>
>>>> Laszlo
>>>>
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