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st: RE: Robinson Double Residual Estimates in Stata


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Robinson Double Residual Estimates in Stata
Date   Tue, 17 Jan 2006 10:33:44 -0000

I am not familiar with the reference you give,
Robinson (1988). The Statalist FAQ advises 

----------------------
Please do not assume that the literature familiar to you 
is familiar to all members of Statalist. Do not refer to 
publications with just minimal details (e.g., author and 
date). Questions of the form "Has anyone implemented the 
heteroscedasticity under a full moon test of Sue, Grabbit, 
and Runne (1989)?" admittedly divide the world. Anyone 
who has not heard of the said test would not be helped by 
the full reference to answer the question, but they might 
well appreciate the full reference.
------------------------------------------ 

However, I am familiar with the program you mention, 
-mrunning-. The references for that are

SJ-5-3  gr0017  . . . . . . . . . . . . . A multivariable scatterplot smoother
        (help mrunning, running if installed) . . . . P. Royston and N. J. Cox
        Q3/05   SJ 5(3):405--412
        presents an extension to running for use in a
        multivariable context

SJ-5-2  sed9_2  . . . . . . . . . . . . . . . . .  Software update for running
        (help running if installed) . .  P. Sasieni, P. Royston, and N. J. Cox
        Q2/05   SJ 5(2):285
        running rewritten to support Stata 8 graphics and otherwise
        modernized;  now attributable to the three authors named above

STB-41  sed9.1  . . . . . . . . . . Pointwise confidence intervals for running
        (help running if installed) . . . . . . . .  P. Sasieni and P. Royston
        1/98    pp.17--23; STB Reprints Vol 7, pp.156--163
        improved version that allows analytic weights, standard errors
        and confidence bands to be calculated and added to the graph,
        twicing, maximum span of 2 for a running line smoother

STB-24  sed9  . . . . . . . . . .  Symmetric nearest neighbor linear smoothers
        (help running if installed) . . . . . . . . . . . . . . . . P. Sasieni
        3/95    pp.10--14; STB Reprints Vol 4, pp.97--101
        alternative to ksm; for use when the number of observations is
        large (because faster than ksm); does not permit arbitrary weights

Unless Robinson independently suggested the methods documented and referenced 
in these papers and the on-line help, you are quite right that -mrunning- does 
not follow the method discussed by Robinson. I do not know why you thought it 
might. 

I can also confirm that the graphics choices in -mrunning- are deliberate. 

Nick 
n.j.cox@durham.ac.uk 

Nicolas D. P.
 
> Is it posible to obtain semiparametric estiamtes using double residual
> methods, as in Robinson 1988,  in Stata? If anyone has an ado fiel for
> this, it would be greatly appreciated.
> 
> I have tried  mrunning but it does not appear to follow the
> semiparametric method outlined in Robinson. In particular when it
> graphs the semiparametric estimate it puts the independent variable in
> the X axis, instead of the independent vairable conditional on the
> other regressors. Or is this whats suposed to happen?

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