npregress derivatives at different points instead of average of total

[Tim Murray]

I am running a nonparametric regression using the following code:

npregress kernel log_totExp age, vce(bootstrap, reps(20) seed(12345))
margins, at(age = (55(5)85)) vce(bootstrap, reps(20) seed(12345))

I get a nice margins plot and an average derivative of -.023. But what I would like to have is what is the average derivative from age 55-65 and then from 66+. Is there a way to do that?

Thanks!
Tim

[John Mullahy]

Tim: I wonder if the predict command with the derivatives option, rather than the margins command, may be what you need. E.g. consider the following code:

cap preserve
cap drop _all
set obs 200
gen age=floor(25+50*runiform())
gen log_totExp=10+.5*age-.005*age^2+rnormal(0 5)
npregress kernel log_totExp age, vce(bootstrap, reps(20) seed(12345))
predict mage, derivatives
sum mage
sum mage if age>=55 & age<=65
sum mage if age>=66
cap restore

[Tim Murray]

Thanks John, that is exactly what I needed. I appreciate your insights!