This is difficult. -lowess- doesn't accept weights. The most
obvious reason is that it uses weights internally as a key part
of the lowess algorithm.
In principle, you could -expand- the data first to replicate the
effect of frequency weights, but that might leave you with a dataset
of millions, and very slow -lowess-. On the other hand, something like
this
gen popwt = round(pop/1000)
expand popwt
lowess ...
would be in practice surely precise enough, and faster.
However, an alternative is to use restricted cubic splines,
for which weights are allowed.
-rcspline- from SSC would automate that you (and be _much_
faster). Stata 10 is needed.
Celine Carrere
I use the command "Lowess" to obtain the locally weighted regression of
the "wage growth" (yvar) on a "geographical variable" (xvar). My
individuals are cities and I would like to (also) weight the regression
of yvar on xvar by the number of inhabitants in the city. How can I do?
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