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.