The nprobust package provides R and Stata implementations of bandwidth selection, point estimation and inference procedures for nonparametric kernel-based density and local polynomial methods.

This work was supported by the National Science Foundation through grant SES-1459931 and SES-1947805.

Queries and Requests

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R Implementation

To install/update in R type:


Stata Implementation

To install/update in Stata type:

net install nprobust, from( replace


For source code and related files, visit nprobust repository.


Software and Implementation

Technical and Methodological