Hello,

I am having trouble predicting specific CEF values using --npregress-- with the local constant option --estimator(constant)--. The exact command I first run is --npregress kernel y x, estimator(constant) noderivative--. The command will not run without the --noderivative-- option. My end goal is to get the prediction for CEF(x=0), where x=0 does not occur in my sample.


I can do this when using the local linear option (the default of --npregress--) through the command --margins, at(x=0)--, but margins gives me the error "estimates post: matrix has missing values" when using local constant. I assume it has to do with the fact that local constant does not have a derivative term like local linear. But is there no other way to predict values for the CEF out of sample without margins, when I use the local constant option? That would seem to be a serious flaw with the command.

Thanks for any help.

Sam