npregress intro manual replicate figures

[Clara Berestycki]

Hi,
I'm looking for the code behind the figures in npregress intro manual
https://www.stata.com/manuals/rnpregressintro.pdf
I would like to replicate figure 15.
I would really appreciate an answer as no one has ever answered me on this forum
Thanks

[FernandoRios]

Well, It isnt possible to replicate the figure exactly,
But here is an example using simulated data:

clear
set seed 3
set obs 300
gen x=rnormal()
** here y=f(x) + e, where f(x) is the TRUE nonlinear function
gen y = x^3+rnormal()*5
keep if !abs(x)<2.5

** Here simply estimate the simple estiamtor (as lpoly does), by calculating the mean of y if X is within the specified rank
gen my=.
forvalues i = 1/300 {
    qui:sum y if inrange(x,x[`i']-.25,x[`i']+.25), meanonly
    qui:replace my = r(mean) in `i'
}
** And just some plot
two (scatter y x, msymbol(Oh) color(maroon)) ///
      (scatter my x, msymbol(square) mcolor(navy*0.9) msize(3) mfcolor("158 218 229")), ///
      legend(off) title("just an example")

[Clara Berestycki]

Thank you so much for your answer! works great