Under that heading also come, already canned,
stuff like -running-, -mrunning- and -mvrs-.
Use -search- for locations. The last two
support multiple predictors.
Nick
[email protected]
Stas Kolenikov
> If you are not terribly committed to -lowess- per se, but want to get
> a non-parametric smooth curve with nice confidence bands, you could
> look into spline regression. The idea is that you create splines that
> look like local bumps, pretty much like a kernel, and you run a
> -regress-ion on those bumps. As is always the case with -regress-, you
> can then -predict- the point esimates and standard errors, and plot
> them however you like.
>
> This is quick and dirty, and it uses my version of B-splines routine
> -- there is a more official one by Roger Newson; mine is available off
> my webpage.
>
> sysuse auto
> bspl weight, knots(7) out prefix(_B)
> regress price weight _B*
> predict yfit , xb
> predict sefit, stdp
> gen y_hi = yfit + 1.96*sefit
> gen y_lo = yfit - 1.96*sefit
> twoway rarea y_lo y_hi weight, sort || line yfit weight, sort ||
> scatter price weight
>
> No need to bootstap, fast and handy :)). You can improve the look
> somewhat by taking a grid of points rather than available points.
>
> On 3/7/07, Paswel Phiri Marenya <[email protected]> wrote:
> > Dear all:
> > How do I get confidence bands around my loess graphs? i.e
> >
> > loess y x (what else do I need to do to show confidence
> band on the plot?)
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