Thanks to all of you
(Steve, Jean, Nick and Austin)
I am going to follow up on your suggestions. I just installed mrunning
and it looks good.
Tinna
On 12/19/05, Steve Stillman <[email protected]> wrote:
> DiNardo, John and Justin L. Tobias. 2001. "Nonparametric Density and Regression Estimation." Journal of Economic Perspectives 15 (Fall). no. 4: 11-28 discussed methods for implementing nonparametric regressions with control variables. Speaking from experience, these are easy to implement in stata.
>
> Cheers,
> Steve
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of jean ries
> Sent: Tuesday, December 20, 2005 12:54 AM
> To: [email protected]
> Subject: Re: st: Controls for Lowess smoothing
>
>
> >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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