lpdensity

The lpdensity package provides Stata and R implementations of bandwidth selection, point estimation and inference procedures for local polynomial distribution and density methods.

This work is supported by the National Science Foundation through grant SES-1459931 and SES-1459967.

For technical, methodological and implementation details see the following papers (and references therein):

• Cattaneo, Jansson and Ma (2017a): Simple Local Polynomial Density Estimators, working paper. [Supplemental Appendix]
• Cattaneo, Jansson and Ma (2017b): lpdensity: Local Polynomial Density Estimation and Inference, working paper.

Implementation in Stata:

• To install/update in Stata type:

. net install lpdensity, from(https://sites.google.com/site/nppackages/lpdensity/stata) replace

or

. github install iphone7725/lpdensity

• Help files: lpdensity, lpbwdensity -- Replication files: do-file
• Repository for manual installation: https://sites.google.com/site/nppackages/lpdensity/stata

Implementation in R:

• To install/update in R type:

. install.packages('lpdensity')

• Manual -- Replication files: R-script
• CRAN repository

Last update: July 7, 2017.