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
[email protected]
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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