I don't know what best to advise, but more importantly there's a very
large associated literature that gives lots of guidance. What I do
notice is that there are three main choices, the kernel, the bandwidth
and the degree.
I've found restricted cubic splines, as implemented, in Stata 10, within
-mkspline-, much easier to handle. It's true that under that the knot
positions (and so the number of knots) need to be specified, but the
default positions for a given number of knots in my experience alweays
work well.
There is a wrapper program to make it easier on SSC as -rcspline-.
Nick
[email protected]
Ana R. Rios
I was wondering if there is any guideline for choosing
the degree of the polynomial to be used in the
smoothing (degree(#) option in lpoly).
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