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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Lpoly of an estimated/computed variable |
| Date | Wed, 9 Jan 2013 21:18:31 -0500 |
Derya Karaci <dkaraci@yahoo.com>: Across what values of what variable are you smoothing? X? Z? Both? Something else? I can't see how you could use the SEs on coefs unless you also have the covariances. On Wed, Jan 9, 2013 at 7:14 PM, Derya Karaci <dkaraci@yahoo.com> wrote: > Hi all, > > I need to calculate a new variable using a formula involving > other variables and coefficients. Y=aX+bZ+cK, etc. The coefficients a, b and c > are estimated elsewhere and each have standard errors. Secondly, I would like > to estimate a local polynomial smooth of Y where confidence bands also incorporate > the standard errors of a, b and c. > > How can I do this? I would be most grateful if you can give > me an idea. I can give more details... * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/