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st: RE: Plotting nonparametric reg. line alng with linear prediction line
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Plotting nonparametric reg. line alng with linear prediction line
Date
Wed, 26 Oct 2011 13:45:02 +0100
Sounds like -lpoly-.
As someone said, "The great thing about standards is that there are so many to choose from." I've met people who regard lowess, fractional polynomials and cubic splines as the standards. I suppose local linear regression looks standard from one mathematical-statistical viewpoint; it's just a pity that it often works rather poorly in practice.
Nick
[email protected]
Ivica Rubil
Thanks Nick.
To be more specific, i just want the standard nonparametric stuff like
Nadaraya-Watson or local linear regression. How would either of these
fit in what you sent:
scatter y x || lfit y x || line ynpfitted x, sort
Nick Cox
-rcspline- from SSC is an example of a scatterplot smoother. (Deep
down, it is just another linear regression, but it is flexible in the
way that most nonparametric enthusiasts seek.) You could combine that
with a linear fit in this way.
. sysuse auto
(1978 Automobile Data)
. rcspline mpg weight, addplot(lfit mpg weight)
. rcspline mpg weight, lcolor(orange) addplot(lfit mpg weight,
lcolor(blue))
The line colors are changed in the last example, because with default
defaults (-scheme s2color-) the lines come out as red and green, a
graphic combination better avoided because it is problematic for many
readers. (I use -set scheme s1color-, in my profile.do.)
Nick
On Wed, Oct 26, 2011 at 8:26 AM, Nick Cox <[email protected]> wrote:
> As there are many nonparametric regression methods, you may need to be
> more specific, but
>
> scatter y x || lfit y x || line ynpfitted x, sort
>
> is a general recipe where -ynpfitted- is the prediction or smoothing
> from your nonparametric method.
>
> Nick
>
> On Wed, Oct 26, 2011 at 8:02 AM, Ivica Rubil <[email protected]> wrote:
>
>> is there anybody who knows how to plot the scatter points, the linear
>> prediction line and a nonparametric regression line on together on
one
>> graph. I plotted scattered points and the linear proediction line,
but I
>> cannot add the nonparametric regression line. Any suggestions?
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