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RE: Re: st: Nonparametric estimation or smoothing with convexity imposed


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: Re: st: Nonparametric estimation or smoothing with convexity imposed
Date   Fri, 6 May 2011 15:00:15 +0100

Thanks; it was me who misspelled the second author's name. 

Nick 
[email protected] 


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Powers, Nicholas
Sent: 06 May 2011 14:57
To: [email protected]
Subject: Re: Re: st: Nonparametric estimation or smoothing with convexity imposed

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 <[email protected]>

> 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
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