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st: multivariate lpoly
From
László Sándor <[email protected]>
To
[email protected]
Subject
st: multivariate lpoly
Date
Mon, 10 Mar 2014 13:46:50 -0400
Hi all,
I found some prior notes on the list about multivariate nonparametric
regression, but no definitive conclusion. Is there something you would
recommend now? Anything that scales as gracefully with the number of
x's as possible? (The curse of dimensionality is always an issue with
this kind of work.)
Think of
lpoly y x1 [x2 …], generate(ybar)
instead of the simple
lpoly y x, generate(ybar)
Some older code is available as kernreg.ado of Chuck Manski detailed
in http://faculty.wcas.northwestern.edu/~cfm754/bounds_stata.pdf
Thanks!
Laszlo
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