Adjusted "ksm" for robust scatterplot smoothing     
-----------------------------------------------

         ^adjksm^ yvar xvar [if exp] [in range] [, [[line] [weight] | lowess]
      [bwidth(#)] [logit] [adjust] [gen(newvar)] [nograph] | graph_options] ]

Description
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^adjksm^ calculates locally weighted regression scatterplot smoothing with 
an uniform band width along the x interval by a modification of the original
"ksm" Stata ado-file.
The robust iterative procedure is implemented in two additional modified
ado-files: ^lorobwei^ and ^roblowes^ which syntax is.

           ^lorobwei^ yvar yhatvar
           ^roblowes^ yvar xvar bwidth

Example
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  . ^adjksm alr tsr, lowess nograph bwidth(.5) gen(lowere50)^
  . ^graph alr lowere50 tsr, xlab ylab c(.l) s(op)

to get robust results the following iterative procedure is necessary:

  . ^lorobwei^ alr lowere50

generation of robust weights in the variable "robwei"

  . ^roblowes^ alr tsr .5 

(first robust results in the variable "lowerob")

To repeat the robust procedure:

  . ^gen^ lwrob501=lowerob 
  . ^gen^ robwe501=robwei
  . ^drop^ robwei lowerob

  . ^lorobwei^ alr lwrob501
  . ^roblowes^ alr tsr .5

It is necessary to rename the variables "lowerob" and "robwei" before any
additional iteration.

  . ^gen^ lwrob502=lowerob
  . ^gen^ robwe502=robwei
  . ^drop^ robwei lowerob

  . ^lorobwei^ alr lwrob502
  . ^roblowes^ alr tsr .5


References
----------

   Chambers, J.M., W.S. Cleveland, B. Kleiner and P.A. Tukey (1983)
        Graphical Methods for Data Analysis. Wadsworth & Brooks/Cole
        Chap. 4: 75-127.
   Cleveland, W.S. 1979. Robust locally weighted regression and smoothing
        Scatterplots. Journal of the American Statistical Association
        74(368): 829-836.
   Goodall, C. 1990. A survey of smoothing techniques. In Modern Methods
        of Data Analysis, ed. J. Fox and J.S. Long, 126-176. Newbury Park
        CA: Sage Publications.
   Royston, J.P. 1991. gr6: Lowess smoothing. Stata Technical Bulletin 3:
        7-9. Reprinted in Stata Technical Bulletin Reprints, vol. 1,
        pp. 41-44.

Authors
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Isaias H. Salgado-Ugarte, and Makoto Shimizu
University of Tokyo, Faculty of Agriculture,
Dept. of Fisheries (Fax 81-3-3812-0529)


Also see
--------

    STB: 
 Manual: [5s] ksm
On-line: ^help^ for ^ksm^