D.Christodoulou
> Following Nick's reply on my previous posting I was not able
> to locate the
> reference:
> Fan, Fan, and Gijbels, "Local Polynomial Modelling and Its
> Applications",
> in Monographs of Statistics and Applied Probability, Chapman
> and Hall/CRC.
The book is by Fan and Gijbels.
> (2) Has anyone written something on nonparametric smoothing for
> higher-dimensions, i.e. more than one explanatory variables ?
In Stata: I don't think so.
> (3) How can I statistically compare (given a confidence level) the
> parametric fit "y-hat" with the non-parametric fit
> "conditional-y-mean" ?
> Has anyone written a statistical test such as the one described in
> Hardle(1990, ch.9.3) for the qsuared deviation between the
> two measures ?
In most applications, in my experience, by far the most fruitful thing to do
is to draw a graph and think about the difference and whether
it is interesting or important. I don't know how to program that
in terms of a portmanteau measure or a test leading to a P-value.
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