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Re: st: computing elasticities after using lpoly


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: computing elasticities after using lpoly
Date   Sat, 6 Oct 2012 15:05:19 +0200

On Sat, Oct 6, 2012 at 12:21 PM, Nick Cox wrote:
> But I wouldn't use -lpoly- for that purpose at all. I would use
> -fracpoly- or a spline approach (e.g. -rcspline- (SSC)) to get smooths
> before I tried to get slopes. The problem with all these approaches is
> that estimates of slope are very sensitive to noise.

My -postrcspline- package can return the derivatives of a restricted
cubic spline. You can download it by typing in Stata -ssc install
postrcspline-. Examples can be seen here:
<http://maartenbuis.nl/software/postrcspline.html>.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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