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| From | Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: multivariate lpoly |
| Date | Mon, 10 Mar 2014 15:28:41 -0400 |
I meant, it may help ... -------------------------------------------- Jorge Eduardo Pérez Pérez Graduate Student Department of Economics Brown University On Mon, Mar 10, 2014 at 3:27 PM, Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu> wrote: > The package -ivqte- (SJ10-3 st0203) contains a subroutine, -locreg- > wich performs local multivariate linear regression. Not exactly what > you want, but I may help. > > -------------------------------------------- > Jorge Eduardo Pérez Pérez > Graduate Student > Department of Economics > Brown University > > > On Mon, Mar 10, 2014 at 3:19 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> They are indeed different, and not exactly what you are asking for. >> >> Good luck to anyone capable of coding something quickly with >> -mm_kern()- (as I think you mean). >> >> Note: please explain where user-written software you refer to comes >> from (in this case -moremata- from SSC?). >> >> >> Nick >> njcoxstata@gmail.com >> >> >> On 10 March 2014 19:08, László Sándor <sandorl@gmail.com> wrote: >>> Thanks, Nick, Greg â I 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 <njcoxstata@gmail.com> 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 >>>> njcoxstata@gmail.com >>>> >>>> >>>> On 10 March 2014 17:46, László Sándor <sandorl@gmail.com> 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 >>>>> >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>> >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/