Re: st: RE: confidence intervals for lowess plot

[Enzo Coviello <enzo.coviello@alice.it>]

> I feel flattered, so here is my five cents: It appears that the problem
> here is getting the right number of degrees of freedom. You are
> estimating lots of models (one for each observation) and thus estimate
> lots of parameters (one, two, or three for each observation, depending
> on the order of the polynomial), but the model degrees of freedom
> should be less than some multiple of the number of observations since
> the models are made to be similar (how otherwise could it result in a
> smooth curve?) Anyhow, the degrees of feedom used in each regression is
> only the number of parameters in that regression (one two or three,
> depending on the degree of the polynomial), which seems too few.
>
> A sensible sounding solution is proposed in:
> http://socserv.mcmaster.ca/andersen/Haifa/Haifa_lecture2.pdf especially
> slide 34 and 35.
Looking at Andersen.presentation, the solution 
looks not so simple. That's probably why 
pointwise confidence intervals are not implemented in the official command.

Anyway I computed bootstrap confidence interval. 
Andersen says they are appropriate (in private 
mail I am sending the graph file to Maarten and Jacki).
It looks a bit strange since I expect a plot with 
a large interval in the tails and narrow in the 
mid as it appears using running.
Bootstrap confidence intervals are instead 
narrowest at the left tail and progressively 
larger toward the right tail of the graph.

Further advice?

Thanks
Enzo






> HTH,
> Maarten
>
>
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> Maarten L. Buis
> Department of Social Research Methodology
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