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LOCPR: Stata module for semi-parametric estimation

Austin Nichols

Statistical Software Components from Boston College Department of Economics

Abstract: locpr semi-parametrically estimates a probability or proportion as a function of one other variable and graphs the result. Specifically, it estimates a local linear regression using lpoly and approximates the endpoints of the confidence interval via a logit transformation. The estimates are computed at ninety-nine percentiles of the regressor and graphed. The logit option offers a direct comparison to parametric logistic regression.

Language: Stata
Requires: Stata version 10.0
Keywords: logit; probit; glm; lpoly; local linear regression; fraction; proportion; lowess; mlowess; transformation (search for similar items in EconPapers)
Date: 2008-03-19, Revised 2008-05-07
Note: This module should be installed from within Stata by typing "ssc install locpr". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/locpr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/locpr.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456918

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