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From |
Partho Sarkar <partho.ss+lists@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Get fitted values after locpoly (kernel regression) |

Date |
Sun, 18 Sep 2011 17:12:20 +0530 |

Oh, ok- I did miss some details in the help file. As it stands, your program will generate a grid of only 20 pairs of (xhat, ygrid). What you have to do is leave out the n(20), and specify the option at(l_kap_L). This should work: locpoly inv_rate l_kap_L, at(l_kap_L) generate (yfitted) degree(3) width(1.5) noscatter Partho On Sun, Sep 18, 2011 at 4:33 PM, Tania Treibich <tania.treibich@gmail.com> wrote: > Dear Partho, > > thank you for your interest! > > What I want to do is to fit the model Yi=m(Xi)+ei without making any > assumption on the functional form of m(). > The output generated by the kernel regression is a graph as well as a > series of coordinates (new variables created in the database which I > called xker and yker). These coordinates are the points used for the > smoothing. Indeed, xker defines the smoothing grid : at each x0 in the > grid, a weighted regression is performed and associated with a value > y0. Then all these points are joined. > > What I want to retrieve instead is for each value of X, the associated > value Yhat through the transformation m(). > > I am now using locpoly for this regression but I saw I can also use > kernreg2, but I didn't find any help files. > > Regards, > > Tania > > > 2011/9/18 Partho Sarkar <partho.ss+lists@gmail.com>: >> Hello Tania >> >> I was puzzled by this post at first, as I knew of locpoly as a R >> package, rather than a Stata command. But a quick search via findit >> showed the user-written locpoly (a good find for me, as I have an >> interest in kernel regression too!) But after looking through the >> program help file and some examples, I am still puzzled by your >> question. What exactly do you mean by "fitted values"? Are the >> generated yker values in your example not exactly what one usually >> calls by that name, or am I missing something? >> >> Regards >> Partho >> >> On Sat, Sep 17, 2011 at 1:18 AM, Tania Treibich >> <tania.treibich@gmail.com> wrote: >>> Dear Statalist, >>> >>> I have done a kernel regression using the command locpoly : >>> locpoly inv_rate l_kap_L, degree(3) width(1.5) n(20) generate (xker >>> yker) noscatter >>> >>> I want to retrieve the fitted values, is that possible? >>> >>> Thank you! >>> >>> Tania Treibich >>> * >>> * 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/ >>> >> >> * >> * 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/ >> > > > > -- > -- > > Tania Treibich > > * > * 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/ > * * 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/

**References**:**st: Get fitted values after locpoly (kernel regression)***From:*Tania Treibich <tania.treibich@gmail.com>

**Re: st: Get fitted values after locpoly (kernel regression)***From:*Partho Sarkar <partho.ss+lists@gmail.com>

**Re: st: Get fitted values after locpoly (kernel regression)***From:*Tania Treibich <tania.treibich@gmail.com>

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