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LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference

Matias Cattaneo, Michael Jansson and Xinwei Ma ()
Additional contact information
Xinwei Ma: Department of Economics, UCSD

Statistical Software Components from Boston College Department of Economics

Abstract: lpdensity implements the local polynomial regression based density (and derivatives) estimator proposed in Cattaneo, Jansson and Ma (2020). Robust bias-corrected inference, both pointwise (confidence intervals) and uniform (confidence bands) are also implemented following the results in Cattaneo, Jansson and Ma (2020) and Cattaneo, Jansson and Ma (2022a). See Cattaneo, Jansson and Ma (2022b) for more implementation details and illustrations.

Language: Stata
Requires: Stata version 14
Keywords: local polynomial; density; bias-corrected inference (search for similar items in EconPapers)
Date: 2022-07-08
Note: This module should be installed from within Stata by typing "ssc install lpdensity". 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.
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Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lpbwdensity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpbwdensity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_bwimse.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_bwirot.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_bwmse.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_bwrot.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_cgen.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_fn.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_fn.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_ggen.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_normdgp.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_optfunc.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_quantile.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_rep.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_sgen.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_tgen.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_unique.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_whichmin.mo program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_illustration.do sample file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpdensity_fun.do sample file (text/plain)

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