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st: new package -locpr-


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   st: new package -locpr-
Date   Wed, 19 Mar 2008 09:21:51 -0400

Thanks to Kit Baum, a new package -locpr- is available from SSC.
-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.

Examples
*-----------------------------------------------------------------------------------------------------
        ssc install locpr, replace
        sysuse nlsw88, clear
        locpr never_married hours, logit combine
*-----------------------------------------------------------------------------------------------------
        webuse nhanes2, clear
        g bmi=wei/hei^2*10000
        lpoly highbp bmi [aw=finalw], nosc ci name(lpoly)
        locpr highbp bmi [pw=finalw], l c name(loc_)
*-----------------------------------------------------------------------------------------------------
        webuse psidextract, clear
        locpr ms lw, l c
        locpr ms wks, l c
        locpr ms ed, l c
*-----------------------------------------------------------------------------------------------------

To install the package, type

 ssc install locpr, replace

Comments welcomed!
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