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st: lpoly and nonmissing fitted values where the dependent variable is missing


From   Alex Olssen <alex.olssen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: lpoly and nonmissing fitted values where the dependent variable is missing
Date   Mon, 9 Aug 2010 14:01:29 +1000

Hi Statalisters

I got an email from StataCorp LP saying the last attempt to send this
didn't work.  Apologies if you receive this twice.

I am doing a regression discontinuity analysis and want to understand
how -lpoly- is working.  I use the -lpoly- options -gen- and -at- to
create fitted values for my local linear regression.
Due to the nature of regression discontinuity I look at two subgroups
separately.  Fitted values are generated to observation that are even
outside the subgroup.  I want to understand how it chooses where to
fit them.

For example,

sysuse auto, clear
lpoly price length if length<190, ker(rec) deg(1) bwidth(12) gen(L) at(length)
sort length
br L length

Cars with lengths up to 212cm long have fitted values.  Does anyone know why?

Note the if statement causes no problems.  If I gen lengthlt190=length
if length<190 and then lpoly price lengthlt190 the results are
identical.

Kind regards,

Alex

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