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Re: st: Lpoly of an estimated/computed variable
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Lpoly of an estimated/computed variable
Date
Wed, 9 Jan 2013 21:18:31 -0500
Derya Karaci <[email protected]>:
Across what values of what variable are you smoothing? X? Z? Both?
Something else?
I can't see how you could use the SEs on coefs unless you also have
the covariances.
On Wed, Jan 9, 2013 at 7:14 PM, Derya Karaci <[email protected]> wrote:
> 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...
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