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st: RE: lpoly

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: lpoly
Date   Wed, 23 Jan 2008 19:52:01 -0000

I don't know what best to advise, but more importantly there's a very
large associated literature that gives lots of guidance. What I do
notice is that there are three main choices, the kernel, the bandwidth
and the degree. 

I've found restricted cubic splines, as implemented, in Stata 10, within

-mkspline-, much easier to handle. It's true that under that the knot
positions (and so the number of knots) need to be specified, but the
default positions for a given number of knots in my experience alweays
work well. 

There is a wrapper program to make it easier on SSC as -rcspline-. 

[email protected] 

Ana R. Rios

I was wondering if there is any guideline for choosing
the degree of the polynomial to be used in the
smoothing (degree(#) option in lpoly).

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