st: Local polynomial regression - extracting linear coefficients

[Jessica Ellen Leight <jeleight@mit.edu>]

Hi,

I have a question that may be more programming-related.  I want to run a
kernel-weighted local polynomial regression but I'm interested in output beyond
the graph: in particular, I would like to extract the coefficient on the linear
term of the local polynomial as estimated at each point where the smooth is
calculated.   I am wondering if any of the existing non-parametric commands
(lpoly, locpoly) offer a low-cost way to do this and, if not, if anyone has
advice or examples of how to code something like this and whether it can be
done efficiently in Stata--I realize matlab may be the best option, but I am
less comfortable with it.

Thank you,
Jessica Leight
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