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st: estimating the average slope and its standard error in anon-parametric regression


From   Marco Leonardi <[email protected]>
To   [email protected]
Subject   st: estimating the average slope and its standard error in anon-parametric regression
Date   Wed, 22 Dec 2004 10:47:23 +0100

Greetings,

I estimate a non parametric regression of the form y=g(x)+e using the STATA
command kernreg.

I am interested in the "slope" of the regression line g'(x), that is the
marginal effect on the conditional expectation g(x)=E(y|x) of a change in x.
Obviously the slope changes over the range of x.

Is there a simple way to estimate the average slope d=E[g'(x)] and its
standard error?

Many thanks



Marco Leonardi
Dipartimento Studi del Lavoro
Universit� degli Studi di Milano
Via Conservatorio 7
20122 Milano
tel: +39 02 50321162

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