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Re: st: Controls for Lowess smoothing


From   jean ries <[email protected]>
To   [email protected]
Subject   Re: st: Controls for Lowess smoothing
Date   Mon, 19 Dec 2005 12:54:03 +0100

Date: Sun, 18 Dec 2005 11:39:29 -0500
From: Tinna <[email protected]>
Subject: st: Controls for Lowess smoothing

Dear Statalisters,

Is it possible to use control variables in a locally smoothed
(nonparametric) regression?

Tinna

P.S. my command looks like this.
lowess healthdummy lowessequiv1000, bwidth(0.6) ytitle(Probability of
Being in Good Health) xtitle(Income (Simulated and Adjusted for Family
Size)) title(Lowess Smoothed Regression of Income on Probabiltiy of
Good Health) by(male)

Tinna,

You could use "partial linear models" (Yatchew 1997). I don't know if there is some Stata code out there that implements these methods. On the other hand, these methods are not very difficult to implement either. If you are curious and want to see some applications, or if you want to learn about extensions, you can as well have a look at a survey article (Yatchew 1998) and/or a textbook (Yatchew 2003) by the same author.

Yatchew, A., 1997, An Elementary Estimator of the Partial Linear Model, Economics Letters, 57, 135-43
Yatchew, A., 1998, Nonparametric Regression Techniques in Economics, Journal of Economic Literature, 36, 669-721.
Yatchew, A., 2003, Semiparametric Regression for the Applied Econometrician, Cambridge University Press.

Hope this helps,

jean
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