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LOCALP: Stata module for kernel-weighted local polynomial smoothing

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

Programming Language

Stata

Abstract

localp is a customised version of lpoly, smoothing yvar as a function of xvar. Defaults include kernel(biweight), degree(1), bwidth() given by rounding 0.2 of the range of xvar down to a nice number, at(xvar), ms(Oh) and title(, size(medium) place(w)) with text such as "local linear smooth". R-square and RMSE statistics of the smoother are shown based on regression of smoothed on original values of yvar for the values of xvar.

Suggested Citation

  • Nicholas J. Cox, 2015. "LOCALP: Stata module for kernel-weighted local polynomial smoothing," Statistical Software Components S458001, Boston College Department of Economics, revised 04 Dec 2021.
    • Handle: RePEc:boc:bocode:s458001
    Note: This module should be installed from within Stata by typing "ssc install localp". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

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