Nonparametric & Semiparametric Methods

NP Packages collects maintained software for estimation, inference, and visualization using nonparametric and semiparametric methods with applications to program evaluation, treatment effect estimation, causal inference, and related problems.

Packages

Binscatter methods for partition selection, point estimation, pointwise and uniform inference, and graphical procedures.

  • Python
  • R
  • Stata

Estimation and inference using portfolio sorting methods.

  • Python
  • R
  • Stata

Estimation and inference using partitioning-based least squares methods, B-splines, wavelets, and piecewise polynomials.

  • R

Estimation and inference using kernel density and local polynomial regression methods.

  • R
  • Stata

Estimation and inference using local polynomial distribution and density regression methods.

  • Python
  • R
  • Stata

Estimation and inference using local polynomial conditional distribution and density regression methods.

  • R

Estimation and inference using synthetic control methods for causal analysis.

  • Python
  • R
  • Stata

Replication Files

Examples, paper replications, and companion code are collected on the replication page.

References

Selected software articles and methodological references for NP methods and applications.

  1. Cattaneo, Crump, Farrell and Feng (2025): Binscatter Regressions. Stata Journal 25(1): 3-50.
  2. Cattaneo, Crump, Farrell and Feng (2024): On Binscatter. American Economic Review 114(5): 1488-1514.
  3. Cattaneo, Crump, Farrell and Feng (2025): Nonlinear Binscatter Methods. Review of Economics and Statistics, revise and resubmit.
  4. Cattaneo, Farrell and Feng (2020): lspartition: Partitioning-Based Least Squares Regression. R Journal 12(1): 172-187.
  5. Cattaneo, Farrell and Feng (2020): Large Sample Properties of Partitioning-Based Series Estimators. Annals of Statistics 48(3): 1718-1741.
  6. Cattaneo, Jansson and Ma (2022): lpdensity: Local Polynomial Density Estimation and Inference. Journal of Statistical Software 101(2): 1-25.
  7. Cattaneo, Jansson and Ma (2024): Local Regression Distribution Estimators. Journal of Econometrics 240(2): 105074.
  8. Cattaneo, Chandak, Jansson and Ma (2025): lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators. Journal of Open Source Software 10(107): 7241.
  9. Cattaneo, Chandak, Jansson and Ma (2024): Boundary Adaptive Local Polynomial Conditional Density Estimators. Bernoulli 30(4): 3193-3223.
  10. Calonico, Cattaneo and Farrell (2019): nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference. Journal of Statistical Software 91(8): 1-33.
  11. Calonico, Cattaneo and Farrell (2018): On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. Journal of the American Statistical Association 113(522): 767-779.
  12. Cattaneo, Feng, Palomba and Titiunik (2025): scpi: Uncertainty Quantification for Synthetic Control Methods. Journal of Statistical Software 113(1): 1-38.
  13. Cattaneo, Feng, Palomba and Titiunik (2025): Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption. Review of Economics and Statistics, forthcoming.

Contributors

Researchers and developers contributing to the NP Packages software family.

Funding

This work was supported in part by the National Science Foundation, the National Institutes of Health, and the National Institute for Food and Agriculture.