The average slope of any continuous function f on an interval (a, b) is
(f(b)-f(a))/(b-a)
Its standard error would then be 2*Var(e)/(b-a)^2
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Marco Leonardi
Sent: Wednesday, December 22, 2004 3:47 AM
To: [email protected]
Subject: st: estimating the average slope and its standard error in
anon-parametric regression
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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
