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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