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st: Get fitted values after locpoly (follow-up)

From   Tania Treibich <[email protected]>
To   [email protected]
Subject   st: Get fitted values after locpoly (follow-up)
Date   Wed, 21 Sep 2011 12:58:19 +0200

Dear Stata List users

I could get fitted values for my kernel regression using the at()
option of lpoly instead of the n() option:

locpoly inv_rate l_kap, at(l_kap) generate (yfitted) degree(3)
width(1.5) noscatter

This indeed computes the smoothing and creates the fitted value
yfitted for all the values of l_kap. However,  it gives too much
weight to outliers.

Instead, I would like the kernel regression to be computed only on a
limited number of points (as in the option n(50) ) BUT get the fitted
(approximated) value for ALL my observations.

Thanks again for your help!!

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