nprobust (version 0.4.0)

nprobust.plot: Graphical Presentation of Results from nprobust Package.

Description

nprobust.plot plots estimated density and regression function using the nprobust package. A detailed introduction to this command is given in Calonico, Cattaneo and Farrell (2019).

Companion commands: lprobust for local polynomial point estimation and inference procedures, and kdrobust for kernel density point estimation and inference procedures.

For more details, and related Stata and R packages useful for empirical analysis, visit https://nppackages.github.io/.

Usage

nprobust.plot(..., alpha = NULL, type = NULL, CItype = NULL,
  title = "", xlabel = "", ylabel = "", lty = NULL, lwd = NULL,
  lcol = NULL, pty = NULL, pwd = NULL, pcol = NULL, CIshade = NULL,
  CIcol = NULL, legendTitle = NULL, legendGroups = NULL)

Arguments

...

Objects returned by kdrobust or lprobust.

alpha

Numeric scalar between 0 and 1, the significance level for plotting confidence regions. If more than one is provided, they will be applied to data series accordingly.

type

String, one of "line" (default), "points" or "both", how the point estimates are plotted. If more than one is provided, they will be applied to data series accordingly.

CItype

String, one of "region" (shaded region, default), "line" (dashed lines), "ebar" (error bars), "all" (all of the previous) or "none" (no confidence region), how the confidence region should be plotted. If more than one is provided, they will be applied to data series accordingly.

title, xlabel, ylabel

Strings, title of the plot and labels for x- and y-axis.

lty

Line type for point estimates, only effective if type is "line" or "both". 1 for solid line, 2 for dashed line, 3 for dotted line. For other options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

lwd

Line width for point estimates, only effective if type is "line" or "both". Should be strictly positive. For other options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

lcol

Line color for point estimates, only effective if type is "line" or "both". 1 for black, 2 for red, 3 for green, 4 for blue. For other options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

pty

Scatter plot type for point estimates, only effective if type is "points" or "both". For options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

pwd

Scatter plot size for point estimates, only effective if type is "points" or "both". Should be strictly positive. If more than one is provided, they will be applied to data series accordingly.

pcol

Scatter plot color for point estimates, only effective if type is "points" or "both". 1 for black, 2 for red, 3 for green, 4 for blue. For other options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

CIshade

Numeric, opaqueness of the confidence region, should be between 0 (transparent) and 1. Default is 0.2. If more than one is provided, they will be applied to data series accordingly.

CIcol

color for confidence region. 1 for black, 2 for red, 3 for green, 4 for blue. For other options, see the instructions for ggplot2 or par. If more than one is provided, they will be applied to data series accordingly.

legendTitle

String, title of legend.

legendGroups

String Vector, group names used in legend.

Value

A standard ggplot2 object is returned, hence can be used for further customization.

Details

Companion command: lprobust for local polynomial-based regression functions and derivatives estimation.

References

Calonico, S., M. D. Cattaneo, and M. H. Farrell. 2019. nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference. Journal of Statistical Software, 91(8): 1-33. http://dx.doi.org/10.18637/jss.v091.i08.

See Also

lprobust, kdrobust, ggplot2

Examples

# NOT RUN {
x   <- runif(500) 
y   <- sin(4*x) + rnorm(500)
est <- lprobust(y,x)
nprobust.plot(est)
# }