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Re: st: RE: weighted "lowess"


From   Celine Carrere <Celine.Carrere@u-clermont1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: weighted "lowess"
Date   Fri, 14 Dec 2007 14:19:20 +0100

I work on Stata 10 so I will try the restricted cubic splines...
Thanks!!
Céline


Nick Cox a écrit :
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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