Re: st: out of sample lowess prediction

[Nick Cox <njcoxstata@gmail.com>]

Short answer is, I believe, No. Several issues of principle and  
practice are bound up here. Sufficient to say that -lowess- is based  
on what is possibly a very large number of regression results  which  
would be impractical to save.

Nick

On 7 Aug 2012, at 16:42, Eric Lewis <erikylewis@gmail.com> wrote:

> Dear all,
>
> This seems like a simple question, but I'm having a hard time finding
> a solution: Is it possible to do out of sample prediction with lowess?
>
> For example, here is some simple code where I'd like to generate out
> of sample predictions for even-numbered observations using data only
> from odd-numbered observations :
>
> * data generation
> clear
> set obs 11
> gen x = .
> gen y = .
> forvalues i = 1(1)11 {
>   replace x = `i' in `i'
>   replace y = (`i')^2 in `i' if (floor((`i')/2) != ((`i')/2) )
>    * (only generates y variables for odd numbered x's)
> }
> * lowess -- local linear regression
> lowess y x, gen(new_y)
> list x y new_y
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