I am reading a paper by Hahn, Todd and Van der Klaauw "Evaluating the
effect of an antidiscrimination law using a regression-discontinuity
desing" (NBER Working Paper 7131, May 1999) where the authors estimate the
conditional means nonparametrically by 'local linear regression' which
requires to choose a kernel and bandwith. The authors do not inform the
reader about the software used. Question: Is there a Stata ado-file to
perform local linear regression? In an up-to-data Stata 8 I typed 'findit
local linear regression' and got no matches (except for some hints to
graph). I am aware of the 'lowess' command for locally weighted regression,
and I wonder how this is related to local linear regression. Any ideas?
Many thanks in advance,
Joachim
Prof. Dr. Joachim Wagner
University of Lueneburg
Institute of Economics
Campus 4.210
D-21332 Lueneburg
Germany
Phone: +49-4131-78-2330
Fax: +49-4131-78-2026
homepage: www.uni-lueneburg.de/fb2/vwl/wifo
