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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: out of sample lowess prediction |
Date | Tue, 7 Aug 2012 17:34:02 +0100 |
Nick On 7 Aug 2012, at 16:42, Eric Lewis <erikylewis@gmail.com> wrote:
Dear all, This seems like a simple question, but I'm having a hard time finding a solution: Is it possible to do out of sample prediction with lowess? For example, here is some simple code where I'd like to generate out of sample predictions for even-numbered observations using data only from odd-numbered observations : * data generation clear set obs 11 gen x = . gen y = . forvalues i = 1(1)11 { replace x = `i' in `i' replace y = (`i')^2 in `i' if (floor((`i')/2) != ((`i')/2) ) * (only generates y variables for odd numbered x's) } * lowess -- local linear regression lowess y x, gen(new_y) list x y new_y
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