Posts Tagged ‘npregress’

Exploring results of nonparametric regression models

In his blog post, Enrique Pinzon discussed how to perform regression when we don’t want to make any assumptions about functional form—use the npregress command. He concluded by asking and answering a few questions about the results using the margins and marginsplot commands.

Recently, I have been thinking about all the different types of questions that we could answer using margins after nonparametric regression, or really after any type of regression. margins and marginsplot are powerful tools for exploring the results of a model and drawing many kinds of inferences. In this post, I will show you how to ask and answer very specific questions and how to explore the entire response surface based on the results of your nonparametric regression.
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