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st: Get fitted values after locpoly (follow-up)
From
Tania Treibich <[email protected]>
To
[email protected]
Subject
st: Get fitted values after locpoly (follow-up)
Date
Wed, 21 Sep 2011 12:58:19 +0200
Dear Stata List users
I could get fitted values for my kernel regression using the at()
option of lpoly instead of the n() option:
locpoly inv_rate l_kap, at(l_kap) generate (yfitted) degree(3)
width(1.5) noscatter
This indeed computes the smoothing and creates the fitted value
yfitted for all the values of l_kap. However, it gives too much
weight to outliers.
Instead, I would like the kernel regression to be computed only on a
limited number of points (as in the option n(50) ) BUT get the fitted
(approximated) value for ALL my observations.
Thanks again for your help!!
Tania
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