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Re: st: using lowess to compare groups


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: using lowess to compare groups
Date   Thu, 28 Nov 2013 15:24:47 +0000

sprinkled freely here without further flags.

In principle, you could build a model based on lowess smoothing of one
or more predictors with or without such smoothing of any other
predictors. That way lie generalised additive models, which I don't
think are well supported in Stata beyond what is revealed by -search
gam-. (-mlowess- (SSC) isn't an exception.)  In 1990 they looked like
the future to some of us; in practice statistical modelling has
largely moved since in quite different directions.

One key point is that you wouldn't (couldn't) end up with an equation
summarizing your model that could be cited in  a paper or thesis.
Communities vary on whether that is a flaw or adherence to an outdated
statistical style.

Another even more insidious problem is that -lowess- (Stata command)
is just one flavour of lowess (or loess, or locfit) and not
necessarily one that can be matched by implementations in other
software.

Although I call that a problem, it is only that if you read more into
-lowess- results than they deserve.

In essence, lowess is best treated as an exploratory method that helps
signal whether transformations of your predictors or response would be
helpful. Having used its results, you can throw them out.

Alternatively, fractional polynomials may offer some or all of what
you seek and they certainly are well supported in Stata.
Nick
[email protected]


On 28 November 2013 15:07, Mollon, Josephine
<[email protected]> wrote:
> Hi, I am using Stata 10 and want to model the association between age and a continuous variable, but also look at group differences in this association. The groups are symptomatic and control groups. I have used lowess smoothing to create graphs of my data, but don't know how to use lowess to obtain a statistical model.
> Any help is much appreciated!
>
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