Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Lowess and bandwidth


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Lowess and bandwidth
Date   Tue, 9 Jan 2007 09:58:12 -0600

On 1/9/07, Joe Trubisz <[email protected]> wrote:
Is there a 'best' way to determine what the optimal bandwidth value
is for lowess?
If there is one, you can find it in the works of Steve Marron and
Jianqin Fan... this might do, at least to some extent: Fan, J. and
Marron, J.S. (1992). Best possible constant for bandwidth selection.
The Annals of Statistics, 20, 2057-2070. Or this one: Fan, J. and
Gijbels, I. (1995). Data-driven bandwidth selection in local
polynomial fitting: variable bandwidth and spatial adaptation. J.
Royal Statist. Soc. B, 57, 371 -- 394.

--
Stas Kolenikov
http://stas.kolenikov.name
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index