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.

For technical, methodological and implementation details see the following papers (and references therein):
Implementation in Stata:
  • To install/update in Stata type:
net install nprobust, from( replace
Implementation in R:
  • To install/update in R type:
Last update: October 30, 2019.