In addition to Maarten's comments:
1. What was first called lowess was later called loess (and is also
implemented in other languages
as locfit). Stata has stuck to the name -lowess- for some time.
No matter, in Stata
. search loess
would have pointed Chris to helpful documentation. The name -loess- is
at least for some users most
unfortunate as it refers to a particular kind of deposit much studied by
sedimentologists and geomorphologists
(and not a smooth surface as Bill Cleveland claims somewhere).
No matter!
2. A logit curve, depending quite what is meant by that, can be obtained
pure and simple by
twoway function logit = logit(x)
twoway function inverse_logit = invlogit(x), ra(-5 5)
3. If you install -regplot- (-findit regplot- for locations), then
another way to get part of Maarten's
example is
logit foreign mpg
regplot
Nick
[email protected]
Maarten buis
--- Chris wrote:
> 1. Does anyone know how to perform LOESS in Stata? I know how to do
> this in R but I'd prefer to avoid that, because R is memory
> inefficient.
>
> 2. Is there a way to display a logit curve?
Given the combination of question I am assuming you are looking for
something like the example below. However, there ares some weird jumps
in the lowess curve that I cannot explain.
-- Maarten
*----------- begin example ------------------
sysuse auto, clear
logit foreign mpg
sort mpg
predict logit, xb
predict pr, pr
twoway lowess foreign mpg || ///
line pr mpg, name(pr)
twoway lowess foreign mpg, logit || ///
line logit mpg, name(logit)
*----------------- end example -----------------
*
* 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/
