Robinson's square root of n consistent semiparametric regression estimator in Stata
Résumé
This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.
Origine : Fichiers produits par l'(les) auteur(s)
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