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st: Local Linear Regression


From   joachim Wagner <wagner@uni-lueneburg.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Local Linear Regression
Date   Wed, 18 Jun 2003 15:18:31 +0200

Dear All:

I am reading a paper by Hahn, Todd and Van der Klaauw "Evaluating the effect of an antidiscrimination law using a regression-discontinuity desing" (NBER Working Paper 7131, May 1999) where the authors estimate the conditional means nonparametrically by 'local linear regression' which requires to choose a kernel and bandwith. The authors do not inform the reader about the software used. Question: Is there a Stata ado-file to perform local linear regression? In an up-to-data Stata 8 I typed 'findit local linear regression' and got no matches (except for some hints to graph). I am aware of the 'lowess' command for locally weighted regression, and I wonder how this is related to local linear regression. Any ideas? Many thanks in advance,

Joachim



Prof. Dr. Joachim Wagner
University of Lueneburg
Institute of Economics
Campus 4.210
D-21332 Lueneburg
Germany
Phone: +49-4131-78-2330
Fax: +49-4131-78-2026
homepage: www.uni-lueneburg.de/fb2/vwl/wifo

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