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LOCPR: Stata module for semi-parametric estimation

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Austin Nichols ()

Additional information is available for the following registered author(s):

Abstract

locpr semi-parametrically estimates a probability or proportion as a function of one other variable and graphs the result. Specifically, it estimates a local linear regression using lpoly and approximates the endpoints of the confidence interval via a logit transformation. The estimates are computed at ninety-nine percentiles of the regressor and graphed. The logit option offers a direct comparison to parametric logistic regression.

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File URL: http://fmwww.bc.edu/repec/bocode/l/locpr.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/l/locpr.sthlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456918.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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Programming language: Stata
Requires: Stata version 10.0
Date of creation: 19 Mar 2008
Date of revision: 07 May 2008
Handle: RePEc:boc:bocode:s456918

Note: This module may be installed from within Stata by typing "ssc install locpr". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: logit; probit; glm; lpoly; local linear regression; fraction; proportion; lowess; mlowess; transformation;

Statistics
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This page was last updated on 2009-12-22.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.