我也想知道这个问题的答案，只知道可以用R编程，但不会做。

我现在已经用npreg估计，但是不知道local linear的估计系数。

It also depends on which nonparametric regression you gonna use. GAM or regression splines or others

The book of Generalized Additive Models An introduction with R provides the step by step R codes for those methods as well as examples using function from some libraries.  It would be helpful to have a look.

1# novice07

str( )

根据str的结果，提取需要的信息。

谢谢各位牛人的赐教。