# lpdensity

**Repository Path**: chuanlian/lpdensity

## Basic Information

- **Project Name**: lpdensity
- **Description**: Estimation and inference using local polynomial distribution/density regression methods.
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 2
- **Created**: 2021-04-30
- **Last Updated**: 2021-04-30

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# 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 was supported by the National Science Foundation through grant [SES-1459931](https://www.nsf.gov/awardsearch/showAward?AWD_ID=1459931), [SES-1459967](https://www.nsf.gov/awardsearch/showAward?AWD_ID=1459967), [SES-1947805](https://www.nsf.gov/awardsearch/showAward?AWD_ID=1947805) and [SES-1947662](https://www.nsf.gov/awardsearch/showAward?AWD_ID=1947662).

## Website

https://nppackages.github.io/lpdensity

## Stata Implementation

To install/update in Stata type:
```
net install lpdensity, from(https://raw.githubusercontent.com/nppackages/lpdensity/master/stata) replace
```

- Help: [lpdensity](stata/lpdensity.pdf), [lpbwdensity](stata/lpbwdensity.pdf).

- Replication: [do-file](stata/lpdensity_illustration.do).

## R Implementation

To install/update in R type:
```
install.packages('lpdensity')
```
- Help: [R Manual](https://cran.r-project.org/web/packages/lpdensity/lpdensity.pdf), [CRAN repository](https://cran.r-project.org/package=lpdensity).

- Replication: [R-script](R/lpdensity_illustration.r).

## References

### Software and Implementation

- Cattaneo, Jansson and Ma (2021): [lpdensity: Local Polynomial Density Estimation and Inference](https://nppackages.github.io/references/Cattaneo-Jansson-Ma_2021_JSS.pdf).<br>
_Journal of Statistical Software_, forthcoming.

### Technical and Methodological

- Cattaneo, Jansson and Ma (2020): [Simple Local Polynomial Density Estimators](https://nppackages.github.io/references/Cattaneo-Jansson-Ma_2020_JASA.pdf).<br>
_Journal of the American Statistical Association_, forthcoming.<br>
[Supplemental appendix](https://nppackages.github.io/references/Cattaneo-Jansson-Ma_2020_JASA--Supplement.pdf).

- Cattaneo, Jansson and Ma (2021): [Local Regression Distribution Estimators](https://rdpackages.github.io/references/Cattaneo-Jansson-Ma_2021_JoE.pdf).<br>
_Journal of Econometrics_, forthcoming.<br>
[Supplemental Appendix](https://nppackages.github.io/references/Cattaneo-Jansson-Ma_2021_JoE--Supplement.pdf).

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