Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: locally weighted regression with weighted data
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: locally weighted regression with weighted data
Date
Fri, 7 Jan 2011 10:38:11 -0500
You could bin your x variable and calculate weighted means of the y
variable for each bin, then run -lowess- on the means. This is the
approach used in the following article, although it is used to local
polinomial regression (command -lpoly-).
D. R. Bellhouse and J. E. Stafford. Local polynomial regression in complex
survey. Survey Methodology, 27(2):197–203, 2001.
_______________________
Jorge Eduardo Pérez Pérez
On Fri, Jan 7, 2011 at 8:26 AM, Florian Scheuer <[email protected]> wrote:
> hello,
> does anyone know how to run a locally weighted regression with weighted data? the stata command 'lowess' does not allow for weights.
> thank you very much.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/