English, Article edition: FRACTILEPLOT: Stata module for smoothing with respect to distribution function predictors Nicholas J. Cox

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Bookmark: http://trove.nla.gov.au/version/103399
Physical Description
  • code
Language
  • English

Edition details

Title
  • FRACTILEPLOT: Stata module for smoothing with respect to distribution function predictors
Author
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • fractileplot computes and graphs smooths of a response on all of a set of predictors simultaneously; that is, each smooth is adjusted for the others. Each predictor is treated on the scale of its distribution function. By default smoothing is with lowess. Optionally smoothing may be with locpoly. This implements a modern version of the "fractile graphical analysis" of Mahalanobis (Econometrica 1960).
  • distribution function, fractile plot, graphics, Mahalanobis, nonparametric regression
  • RePEc:boc:bocode:s456775
Language
  • English
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