I have probability of labor participation over time that I want to plot as a higher order polynomial, before and after a cutoff date. I also want to draw a confidence interval around it so that at the cutoff it is clear whether the jump is significant or not. It is a descriptive plot that I want to produce. lpoly looks like a natural choice for this as it can draw a kernel based plot also with a conference band. The problem is that the data is large and it takes way too many hours to produce this, mainly because of the standard error calculation by lpoly to draw the confidence band. Is there a way to address this? Is there for example another package that fits a polynomial with a confidence band?
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