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Re: st: multivariate lpoly
From
László Sándor <[email protected]>
To
[email protected]
Subject
Re: st: multivariate lpoly
Date
Mon, 10 Mar 2014 15:08:13 -0400
Thanks, Nick, Greg � did look into -mfp- and -margintegrate- and
both seem to do something different.
I wonder if I should simply code up something quicky with -mf_mm_kern()-.
Laszlo
On Mon, Mar 10, 2014 at 2:19 PM, Nick Cox <[email protected]> wrote:
> I'd restrict the descriptor "multivariate (anything) regression" to
> multiple responses.
>
> Here you want multiple predictors: the official Stata offering
> includes -mfp- and in addition there is a sibling spline family in
> -mvrs- (SJ).
>
> One difficulty with a local polynomial is quite how you report it,
> except as a series of graphs and an estimated response for every
> distinct observation.
>
> Nick
> [email protected]
>
>
> On 10 March 2014 17:46, László Sándor <[email protected]> wrote:
>> 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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