You can do it with a local polynomial, it's just not terribly easy.
You have to pick the points at which you want to generate prediction,
perhaps quantiles of x, then -bsample- clusters, do the estimation,
and then -post- or otherwise save the estimates, and finally collect
all results. A similar strategy would work with -pspline- (-findit-
will find that option).
As Nick Cox points out, it's also not clear why you want this. Are you
perhaps contemplating a regression discontinuity estimator?
On Tue, Dec 1, 2009 at 3:09 AM, Maarten buis <[email protected]> wrote:
> You can't do it with local polynomial curves.
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