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Re: st: computing elasticities after using lpoly


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: computing elasticities after using lpoly
Date   Tue, 9 Oct 2012 11:53:55 -0400

Arka Roy Chaudhuri <gabuisi@gmail.com>:
For a worked example, try:

webuse motorcycle, clear
lpoly accel time, deg(1) k(tri) bw(3) gen(x s)
qui levelsof x, loc(xs)
g double schk=.
g double b=.
loc i 1
qui foreach l of loc xs {
 gen double w=max(0,3-abs(time-`l'))
 reg accel time [aw=w]
 replace schk=_b[_cons]+_b[time]*`l' in `i'
 replace b=_b[time] in `i'
 drop w
 loc i=`i'+1
 }
assert float(s)==float(schk)
la var b "Slope"
la var s "Conditional mean"
sc s b x, msize(small small) c(l) name(slopes)


On Tue, Oct 9, 2012 at 10:56 AM, Austin Nichols <austinnichols@gmail.com> wrote:
> Arka Roy Chaudhuri <gabuisi@gmail.com>:
> You can also get the coefs from an -lpoly- graph by noting the kernel
> type, bandwidth, and degree, then estimating the weighted regressions
> yourself, saving the coefs each time.  If you specify the -generate(x
> s)- option you can also get all the X points at which regressions are
> estimated.
>
> On Sun, Oct 7, 2012 at 1:52 AM, Arka Roy Chaudhuri <gabuisi@gmail.com> wrote:
>> Thanks a lot to Nick and Maarten for all the advice.I really
>> appreciate your help.
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