On 1/9/07, Joe Trubisz <[email protected]> wrote:
Is there a 'best' way to determine what the optimal bandwidth value
is for lowess?
If there is one, you can find it in the works of Steve Marron and
Jianqin Fan... this might do, at least to some extent: Fan, J. and
Marron, J.S. (1992). Best possible constant for bandwidth selection.
The Annals of Statistics, 20, 2057-2070. Or this one: Fan, J. and
Gijbels, I. (1995). Data-driven bandwidth selection in local
polynomial fitting: variable bandwidth and spatial adaptation. J.
Royal Statist. Soc. B, 57, 371 -- 394.
--
Stas Kolenikov
http://stas.kolenikov.name
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
