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st: RE: lpoly predict residuals

From   Nick Cox <>
To   "''" <>
Subject   st: RE: lpoly predict residuals
Date   Mon, 13 Jun 2011 14:21:12 +0100

I don't think that -lpoly- supports -predict- for post-estimation calculations. What documentation made you think it does? One reason is that -lpoly- calculates and graphs  results for values of the predictor not in the dataset. 

I think your best bet is to use -generate()- options as documented, but even so while you can get predictions for a grid of values you are left with the problem that observed values are not defined for the same grid without extra assumptions. 

It's for this kind of reason that various spline and fractional polynomial methods are often favoured in the no person's land between exploratory smoothing and more formal modelling. 


Stefan Pichler

I have trouble predicting the residuals after the lpoly command. I first run "lpoly y x" on my dataset and then use "predict" to get residuals. However, Stata returns "not sorted", which I don't understand.

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