LOCALP: Stata module for kernel-weighted local polynomial smoothing

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: localp is a customised version of lpoly, smoothing yvar as a function of xvar. Defaults include kernel(biweight), degree(1), bwidth() given by rounding 0.2 of the range of xvar down to a nice number, at(xvar), ms(Oh) and title(, size(medium) place(w)) with text such as "local linear smooth". R-square and RMSE statistics of the smoother are shown based on regression of smoothed on original values of yvar for the values of xvar.

Language: Stata
Requires: Stata version 10
Keywords: smoothing; kernel; regression; local polynomial; graphics; scatter (search for similar items in EconPapers)
Date: 2015-04-12, Revised 2021-12-04
Note: This module should be installed from within Stata by typing "ssc install localp". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/localp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/localp.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458001

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