NPROBUST

The nprobust package provides Stata and R 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.

Stata Implementation

To install/update in Stata type:

net install nprobust, from(https://raw.githubusercontent.com/nppackages/nprobust/master/stata) replace

R Implementation

To install/update in R type:

install.packages('nprobust')

Repository

For source code and related files, visit nprobust repository.

References

Software and Implementation

Technical and Methodological