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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 --------------------------------- * * 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/