The proper reference is Robinson, Peter M, 1988. "Root- N-Consistent
Semiparametric Regression," Econometrica, Econometric Society, vol.
56(4), pages 931-54.
sorry for the omision,
Nicolas
On 1/17/06, Nick Cox <[email protected]> wrote:
> 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?
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
