Stata 15 help for lowess

[R] lowess -- Lowess smoothing

Syntax

lowess yvar xvar [if] [in] [, options]

options Description ------------------------------------------------------------------------- Main mean running-mean smooth; default is running-line least squares noweight suppress weighted regressions; default is tricube weighting function bwidth(#) use # for the bandwidth; default is bwidth(0.8) logit transform dependent variable to logits adjust adjust smoothed mean to equal mean of dependent variable nograph suppress graph generate(newvar) create newvar containing smoothed values of yvar

Plot marker_options change look of markers (color, size, etc.) marker_label_options add marker labels; change look or position

Smoothed line lineopts(cline_options) affect rendition of the smoothed line

Add plots addplot(plot) add other plots to generated graph

Y axis, X axis, Titles, Legend, Overall, By twoway_options any of the options documented in [G-3] twoway_options ------------------------------------------------------------------------- yvar and xvar may contain time-series operators; see tsvarlist.

Menu

Statistics > Nonparametric analysis > Lowess smoothing

Description

lowess carries out a locally weighted regression of yvar on xvar, displays the graph, and optionally saves the smoothed variable.

Warning: lowess is computationally intensive and may therefore take a long time to run on a slow computer. Lowess calculations on 1,000 observations, for instance, require performing 1,000 regressions.

Options

+------+ ----+ Main +-------------------------------------------------------------

mean specifies running-mean smoothing; the default is running-line least-squares smoothing.

noweight prevents the use of Cleveland's (1979) tricube weighting function; the default is to use the weighting function.

bwidth(#) specifies the bandwidth. Centered subsets of bwidth()*N observations are used for calculating smoothed values for each point in the data except for end points, where smaller, uncentered subsets are used. The greater the bwidth(), the greater the smoothing. The default is 0.8.

logit transforms the smoothed yvar into logits. Predicted values less than 0.0001 or greater than 0.9999 are set to 1/N and 1-1/N, respectively, before taking logits.

adjust adjusts the mean of the smoothed yvar to equal the mean of yvar by multiplying by an appropriate factor. This option is useful when smoothing binary (0/1) data.

nograph suppresses displaying the graph.

generate(newvar) creates newvar containing the smoothed values of yvar.

+------+ ----+ Plot +-------------------------------------------------------------

marker_options affect the rendition of markers drawn at the plotted points, including their shape, size, color, and outline; see [G-3] marker_options.

marker_label_options specify if and how the markers are to be labeled; see [G-3] marker_label_options.

+---------------+ ----+ Smoothed line +----------------------------------------------------

lineopts(cline_options) affects the rendition of the lowess-smoothed line; see [G-3] cline_options.

+-----------+ ----+ Add plots +--------------------------------------------------------

addplot(plot) provides a way to add other plots to the generated graph; see [G-3] addplot_option.

+---------------------------------------------+ ----+ Y axis, X axis, Titles, Legend, Overall, By +----------------------

twoway_options are any of the options documented in [G-3] twoway_options. These include options for titling the graph (see [G-3] title_options), options for saving the graph to disk (see [G-3] saving_option), and the by() option (see [G-3] by_option).

Examples

--------------------------------------------------------------------------- Setup . webuse lowess1

Perform locally weighted regression of h1 on depth and display graph . lowess h1 depth

Same as above, but use 0.4 as the bandwidth rather than the default of 0.8 . lowess h1 depth, bwidth(.4)

Same as above, but save smoothed values of h1 in x1 and suppress the graph . lowess h1 depth, bwidth(.4) gen(x1) nograph

--------------------------------------------------------------------------- Setup . sysuse auto, clear

Perform locally weighted regression of foreign on mpg, labeling y axis with Domestic for 0 and Foreign for 1 . lowess foreign mpg, ylabel(0 "Domestic" 1 "Foreign")

Same as above, but adjust mean of smoothed foreign to equal mean of foreign . lowess foreign mpg, ylabel(0 "Domestic" 1 "Foreign") adjust

Perform locally weighted regression of foreign on mpg, transforming the smoothed foreign into logits and drawing a horizontal line at 0 . lowess foreign mpg, logit yline(0) ---------------------------------------------------------------------------

Reference

Cleveland, W. S. 1979. Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association 74: 829-836.


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