English, Article edition: LOCPR: Stata module for semi-parametric estimation Austin Nichols

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Bookmark: http://trove.nla.gov.au/version/102133
Physical Description
  • code
Language
  • English

Edition details

Title
  • LOCPR: Stata module for semi-parametric estimation
Author
  • Austin Nichols
Physical Description
  • code
Notes
  • 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.
  • logit, probit, glm, lpoly, local linear regression, fraction, proportion, lowess, mlowess, transformation
  • RePEc:boc:bocode:s456918
Language
  • English
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