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From | Austin Nichols <austinnichols@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: computing elasticities after using lpoly |
Date | Sun, 28 Oct 2012 19:11:06 -0400 |
Bert Lloyd <bert.lloyd.89@gmail.com>: I do not understand your question; are you asking whether -lpoly- computes consistent standard errors? If so, please read the manual entry for -lpoly- and the references therein. If you mean CIs in my example, there are none! On Sat, Oct 27, 2012 at 10:43 PM, Bert Lloyd <bert.lloyd.89@gmail.com> wrote: > Dear Austin, > > This looks like a very clever solution. Do you have a sense of whether > the confidence intervals are likely to be consistent? If not, would > you recommend a bootstrapping approach? > > Thanks, > BL > > On Tue, Oct 9, 2012 at 11:53 AM, Austin Nichols <austinnichols@gmail.com> wrote: >> 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. * * 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/