Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | "Powers, Nicholas" <Nicholas.Powers@brattle.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: Re: st: Nonparametric estimation or smoothing with convexity imposed |
| Date | Fri, 6 May 2011 09:57:29 -0400 |
Sorry, I mis-spelled one of the author's names. The full reference follows. Daniel J. Henderson and Christopher F. Parmeter, 2009 "Imposing Economic Constraints on Nonparametric Regression: Survey, Implementation and Extensions,'' Advances in Econometrics: Nonparametric Methods, Elsevier Science, Volume 25, edited by Q. Li and J. S. Racine, 433-469. ******************************************* Henderson and Parmenter (2009): please supply full reference. Nick On Thu, May 5, 2011 at 9:43 PM, Powers, Nicholas <Nicholas.Powers@brattle.com> > I have a question that I just wanted to run by this group before reinventing the wheel, in case someone here had done something similar. > > My data consists of Y-X pairs where Y is a (weakly) increasing (and unknown) function of X. I need to smooth the data using numerical smoothing techniques, such that I generate a function (or at least smoothed values of Y) where Y is not only (weakly) increasing in X but is also weakly convex. The lowess command comes close, but does not allow me to impose convexity. I have a couple of ideas (and have seen Henderson and Parmeter 2009), but they will be somewhat labor-intensive. If anyone is aware of a user-written Stata program that might make this easier on me, please let me know. > Nicholas E. Powers Associate The Brattle Group 1850 M Street NW, Suite 1200 | Washington, DC 20036 | United States Main: +1.202.955.5050 | Fax: +1.202.955.5059 Direct: +1.202.419.3369 Nicholas.Powers@brattle.com www.brattle.com <http://www.brattle.com/> Cambridge | San Francisco | Washington | Brussels | London | Madrid ****************** IMPORTANT NOTICE FROM THE BRATTLE GROUP: This message, and any attachments, are intended only for the use of the individual or entity to which it is addressed and may contain information that is privileged, confidential, and exempt from disclosure under applicable law. Any unauthorized dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error please notify me immediately by return email and immediately delete the original and all copies of the message and any attachments to it. Note also that nothing in this message is intended to constitute an electronic signature or otherwise to satisfy the requirements for a contract unless an express statement to the contrary is included in the message. Please ensure you have adequate virus protection before you open or use attachments. The Brattle Group does not accept any liability for viruses. ****************** * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/