Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Local Linear Regression


From   joachim Wagner <[email protected]>
To   [email protected]
Subject   st: Local Linear Regression
Date   Wed, 18 Jun 2003 15:18:31 +0200

Dear All:

I am reading a paper by Hahn, Todd and Van der Klaauw "Evaluating the effect of an antidiscrimination law using a regression-discontinuity desing" (NBER Working Paper 7131, May 1999) where the authors estimate the conditional means nonparametrically by 'local linear regression' which requires to choose a kernel and bandwith. The authors do not inform the reader about the software used. Question: Is there a Stata ado-file to perform local linear regression? In an up-to-data Stata 8 I typed 'findit local linear regression' and got no matches (except for some hints to graph). I am aware of the 'lowess' command for locally weighted regression, and I wonder how this is related to local linear regression. Any ideas? Many thanks in advance,

Joachim



Prof. Dr. Joachim Wagner
University of Lueneburg
Institute of Economics
Campus 4.210
D-21332 Lueneburg
Germany
Phone: +49-4131-78-2330
Fax: +49-4131-78-2026
homepage: www.uni-lueneburg.de/fb2/vwl/wifo

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index