In semiparametric regression, how can I estimate the derivative function?

09 September 2015 1 821 Report

Suppose, the semiparametric regression ( Robinson's estimator) say that the function is quadratic. How can I estimate the derivative function of that quadratic function? Is there any STATA code or R-package available?

Andreas Bender

Maybe this helps:

If you know the exact function definition (or you can obtain it from estimation), you can use the "deriv" function in R.

Given arbitrary function, you can approximate the function with "splinefun", than use that estimated function to obtain derivatives:

f_true

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