set more off

clear
set obs 1000

gen x=20*runiform()
gen z=10*runiform()+.01*x
gen y=.01*x^3-.2*x^2+x+rnormal(0,2)+.3*z

scatter y x

reg y c.x##c.x##c.x z


semipmarginal y x z, ndiff(3) nbstrap(100) graphname("graph") datname("data")

gen mefftrue=.03*x^2-.4*x+1
sort x
gr addplot line mefftrue x




use hi, clear


foreach i of numlist 1/99 {
local ip1=`i'+1
local ip101=`i'+101
local ip100=`i'+100

replace _b_r`i'=(_b_r`ip1'-_b_r`i')/(_b_r`ip101'-_b_r`ip100')
}
drop _b_r100




matrix pc5=J(1,1,.)
matrix pc95=J(1,1,.)
matrix meds=J(1,1,.)
foreach i of numlist 1/99 {
_pctile _b_r`i', percentiles(5,50,95)
matrix pc5=pc5\r(r1)
matrix meds=meds\r(r2)
matrix pc95=pc95\r(r3)
}
matrix pcs=pc5,meds,pc95

clear

svmat pcs

drop if _n==1

gen n=_n
gen x=$xmin+(n-1)*$st1

gen mefftrue=.03*x^2-.4*x+1



gen right=1 if mefftrue>=pcs1 & mefftrue<=pcs3
replace right=0 if missing(right)

drop if x<2.5 | x>17.5

sum right