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RE: st: Controls for Lowess smoothing


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Controls for Lowess smoothing
Date   Mon, 19 Dec 2005 12:06:11 -0000

See 

http://ideas.repec.org/p/boc/dsug04/6.html

Nick 
[email protected] 

jean ries
> 
> >From: Tinna <[email protected]>

> >Is it possible to use control variables in a locally smoothed
> >(nonparametric) regression?
 
> You could use "partial linear models" (Yatchew 1997). I don't know if 
> there is some Stata code out there that implements these 
> methods. On the 
> other hand, these methods are not very difficult to implement 
> either.  
> If you are curious and want to see some applications, or if 
> you want to 
> learn about extensions, you can as well have a look at a 
> survey article 
> (Yatchew 1998) and/or a textbook (Yatchew 2003) by the same author.
> 
> Yatchew, A., 1997, An Elementary Estimator of the Partial 
> Linear Model, 
> Economics Letters,  57, 135-43
> Yatchew, A., 1998, Nonparametric Regression Techniques in Economics, 
> Journal of Economic Literature, 36, 669-721.
> Yatchew, A., 2003, Semiparametric Regression for the Applied 
> Econometrician, Cambridge University Press.

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