Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: computing elasticities after using lpoly


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: computing elasticities after using lpoly
Date   Sat, 6 Oct 2012 16:41:29 +0100

That's good. Also, I should rephrase what I said. You can calculate
derivatives analytically after -fracpoly- and fitting splines too;
it's just a little more challenging.

On Sat, Oct 6, 2012 at 2:05 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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
> ---------------------------------
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index