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Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Plotting a Local Polynomial Regression with CIs Accounting for Clustering
Date   Wed, 2 Dec 2009 14:15:58 -0500

L S <lts40301@gmail.com> :
Sorry--mistyped (help estat overid); should be (help ovtest) of course.

On Wed, Dec 2, 2009 at 2:14 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> L S <lts40301@gmail.com> :
> Why not run a regression with a large number of equally-spaced
> dummies, and see if the increments are constant across all dummies
> (with a hyp test)?  You can also use the Ramsey (1969) test (help
> estat overid) as a test of linearity.
>
> On Wed, Dec 2, 2009 at 1:55 PM, L S <lts40301@gmail.com> wrote:
>> The goal in doing this is actually not a regression discontinuity
>> design, but rather to see whether actual data seems to fall along a
>> line, which is predicted by theory.  That is, I want to plot actual
>> data against a theoretical prediction, plotting the actual data using
>> a flexible functional form, and plotting a 95% confidence intervals.
>

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