Data/hora: 11/06/2024 19:02:16

Provedor de dados: | Research in Agricultural & Applied Economics (AgEcon Searh)
País: | United States
Título: | From the help desk: Local polynomial regression and Stata plugins
Autores: | Gutierrez,   Roberto G.; Linhart,   Jean Marie; Pitblado,   Jeffrey S.
Data: | 2011-10-04
Ano: | 2003
Palavras-chave: | Local polynomial; Local linear; Smoothing; Kernel; Plugin; Research Methods/ Statistical Methods.
Resumo: | Local polynomial regression is a generalization of local mean smoothing as described by Nadaraya (1964) and Watson (1964). Instead of fitting a local mean, one instead fits a local pth-order polynomial. Calculations for local polynomial regression are naturally more complex than those for local means, but local polynomial smooths have better statistical properties. The computational complexity may, however, be alleviated by using a Stata plugin. In this article, we describe the locpoly command for performing local polynomial regression. The calculations involved are implemented in both ado-code and with a plugin, allowing the user to assess the speed improvement obtained from using the plugin. Source code for the plugin is also provided as part of the package for this program.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

st0053

http://purl.umn.edu/116196

Relação: | Stata Journal&gt;Volume 3, Number 4, 4th Quarter 2003
Formato: | 8