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Re: st: computing elasticities after using lpoly
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: computing elasticities after using lpoly
Date
Sat, 6 Oct 2012 16:41:29 +0100
That's good. Also, I should rephrase what I said. You can calculate
derivatives analytically after -fracpoly- and fitting splines too;
it's just a little more challenging.
On Sat, Oct 6, 2012 at 2:05 PM, Maarten Buis <[email protected]> wrote:
> On Sat, Oct 6, 2012 at 12:21 PM, Nick Cox wrote:
>> But I wouldn't use -lpoly- for that purpose at all. I would use
>> -fracpoly- or a spline approach (e.g. -rcspline- (SSC)) to get smooths
>> before I tried to get slopes. The problem with all these approaches is
>> that estimates of slope are very sensitive to noise.
>
> My -postrcspline- package can return the derivatives of a restricted
> cubic spline. You can download it by typing in Stata -ssc install
> postrcspline-. Examples can be seen here:
> <http://maartenbuis.nl/software/postrcspline.html>.
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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