Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

# Re: st: computing elasticities after using lpoly

 From Austin Nichols 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>:
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/
```