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Gutierrez, Roberto G.; Linhart, Jean Marie; Pitblado, Jeffrey S.. |
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... |
Tipo: Journal Article |
Palavras-chave: Local polynomial; Local linear; Smoothing; Kernel; Plugin; Research Methods/ Statistical Methods. |
Ano: 2003 |
URL: http://purl.umn.edu/116196 |
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Isengildina-Massa, Olga; Irwin, Scott H.; Good, Darrel L.. |
The purpose of this paper is to determine whether smoothing in USDA corn and soybean production forecasts is concentrated in years with relatively small and large crops. The sample consists of all USDA corn and soybean production forecasts released over the 1970 through 2006 crop years. Results show that USDA crop production forecasts in both corn and soybeans have a marked tendency to decrease in small crop years and increase in big crop years. The magnitude of smoothing is surprisingly large, with corn and soybean production forecasts cumulatively revised downward by about 6 to 7 percent in small crop years and upward by about 5 to 6 percent in large crop years. Crop condition ratings are useful in predicting whether the current year is likely to be a... |
Tipo: Conference Paper or Presentation |
Palavras-chave: Corn; Crop production; Forecasts; Smoothing; Soybeans; USDA. |
Ano: 2007 |
URL: http://purl.umn.edu/37563 |
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