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st: RE: LOWESS: confidence band
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: LOWESS: confidence band
Date
Fri, 2 Mar 2012 16:44:26 +0000
The official Stata command -lowess- doesn't support this. I don't think you can even clone -lowess- to add your own modifications as it is dependent on a built-in command -_LOWESS-.
One alternative is -rcspline- (SSC). This is just a convenience wrapper for -mkspline, cubic- and -regress- but convenience still beats the opposite.
Nick
[email protected]
[email protected]
do you know how to construct a 95% confidence band for a LOWESS estimation not by bootstrapping?
(I have a limited sample and I am interested in the confidence bands at boundary)
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