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st: Lpoly of an estimated/computed variable


From   Derya Karaci <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Lpoly of an estimated/computed variable
Date   Wed, 9 Jan 2013 16:14:33 -0800 (PST)

Hi all, 
 
I need to calculate a new variable using a formula involving
other variables and coefficients. Y=aX+bZ+cK, etc. The coefficients a, b and c
are estimated elsewhere and each have standard errors. Secondly, I would like
to estimate a local polynomial smooth of Y where confidence bands also incorporate
the standard errors of a, b and c. 
 
How can I do this? I would be most grateful if you can give
me an idea. I can give more details... 
 
Thank you in advance! And happy new year. 
 
Regards, 
 
Derya

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