Dear all,

I'm trying to estimate confidence intervals for my gradients after performing a kernel reegression in STATA. I created a mock dataset:

Code:
*create dataset with 1000 obs and 3 variables (random residuals, random regressors,
*non-random dep var; seed 1)
set obs 1000
set seed 1
gen e = rnormal(0,1)
gen x = rnormal(5,8)
gen y = 78 + 7*x^2 + e
and then performed:

Code:
npregress kernel y x
which returns me an estimate of the mean function as well as for the gradients of y. I just could not find out if and how I can estimate confidence intervals for the gradients.

Regards,
Tobias