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Re: st: Get fitted values after locpoly (kernel regression)
From
Tania Treibich <[email protected]>
To
[email protected]
Subject
Re: st: Get fitted values after locpoly (kernel regression)
Date
Sun, 18 Sep 2011 13:03:14 +0200
Dear Partho,
thank you for your interest!
What I want to do is to fit the model Yi=m(Xi)+ei without making any
assumption on the functional form of m().
The output generated by the kernel regression is a graph as well as a
series of coordinates (new variables created in the database which I
called xker and yker). These coordinates are the points used for the
smoothing. Indeed, xker defines the smoothing grid : at each x0 in the
grid, a weighted regression is performed and associated with a value
y0. Then all these points are joined.
What I want to retrieve instead is for each value of X, the associated
value Yhat through the transformation m().
I am now using locpoly for this regression but I saw I can also use
kernreg2, but I didn't find any help files.
Regards,
Tania
2011/9/18 Partho Sarkar <[email protected]>:
> Hello Tania
>
> I was puzzled by this post at first, as I knew of locpoly as a R
> package, rather than a Stata command. But a quick search via findit
> showed the user-written locpoly (a good find for me, as I have an
> interest in kernel regression too!) But after looking through the
> program help file and some examples, I am still puzzled by your
> question. What exactly do you mean by "fitted values"? Are the
> generated yker values in your example not exactly what one usually
> calls by that name, or am I missing something?
>
> Regards
> Partho
>
> On Sat, Sep 17, 2011 at 1:18 AM, Tania Treibich
> <[email protected]> wrote:
>> Dear Statalist,
>>
>> I have done a kernel regression using the command locpoly :
>> locpoly inv_rate l_kap_L, degree(3) width(1.5) n(20) generate (xker
>> yker) noscatter
>>
>> I want to retrieve the fitted values, is that possible?
>>
>> Thank you!
>>
>> Tania Treibich
>> *
>> * 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/
>
--
--
Tania Treibich
*
* 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/