Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: multivariate lpoly
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: multivariate lpoly
Date
Mon, 10 Mar 2014 19:19:12 +0000
They are indeed different, and not exactly what you are asking for.
Good luck to anyone capable of coding something quickly with
-mm_kern()- (as I think you mean).
Note: please explain where user-written software you refer to comes
from (in this case -moremata- from SSC?).
Nick
[email protected]
On 10 March 2014 19:08, László Sándor <[email protected]> wrote:
> Thanks, Nick, Greg â I did look into -mfp- and -margintegrate- and
> both seem to do something different.
>
> I wonder if I should simply code up something quicky with -mf_mm_kern()-.
>
> Laszlo
>
> On Mon, Mar 10, 2014 at 2:19 PM, Nick Cox <[email protected]> wrote:
>> I'd restrict the descriptor "multivariate (anything) regression" to
>> multiple responses.
>>
>> Here you want multiple predictors: the official Stata offering
>> includes -mfp- and in addition there is a sibling spline family in
>> -mvrs- (SJ).
>>
>> One difficulty with a local polynomial is quite how you report it,
>> except as a series of graphs and an estimated response for every
>> distinct observation.
>>
>> Nick
>> [email protected]
>>
>>
>> On 10 March 2014 17:46, László Sándor <[email protected]> wrote:
>>> Hi all,
>>> I found some prior notes on the list about multivariate nonparametric
>>> regression, but no definitive conclusion. Is there something you would
>>> recommend now? Anything that scales as gracefully with the number of
>>> x's as possible? (The curse of dimensionality is always an issue with
>>> this kind of work.)
>>>
>>> Think of
>>> lpoly y x1 [x2 ...], generate(ybar)
>>> instead of the simple
>>> lpoly y x, generate(ybar)
>>>
>>> Some older code is available as kernreg.ado of Chuck Manski detailed
>>> in http://faculty.wcas.northwestern.edu/~cfm754/bounds_stata.pdf
>>>
>>> Thanks!
>>>
>>> Laszlo
>>>
>>> *
>>> * 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/
>>
>> *
>> * 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/
>
> *
> * 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/
*
* 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/