Robinson's square root of n-consistent semiparametric regression estimator in Stata

Vincenzo Verardi; Nicolas Debarsy

Robinson's square root of n-consistent semiparametric regression estimator in Stata

Research output: Contribution to journal › Article › peer-review

Abstract

This paper describes Robinson's (1988) double residual semiparametric regression estimator implementation in Stata as well as Hardle and Mammen's (1993) specification test. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

Original language	English
Journal	Stata Journal
Publication status	Published - 1 Jan 2012

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title = "Robinson's square root of n-consistent semiparametric regression estimator in Stata",

abstract = "This paper describes Robinson's (1988) double residual semiparametric regression estimator implementation in Stata as well as Hardle and Mammen's (1993) specification test. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.",

author = "Vincenzo Verardi and Nicolas Debarsy",

year = "2012",

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language = "English",

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AU - Debarsy, Nicolas

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N2 - This paper describes Robinson's (1988) double residual semiparametric regression estimator implementation in Stata as well as Hardle and Mammen's (1993) specification test. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

AB - This paper describes Robinson's (1988) double residual semiparametric regression estimator implementation in Stata as well as Hardle and Mammen's (1993) specification test. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

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JO - Stata Journal

JF - Stata Journal

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Robinson's square root of n-consistent semiparametric regression estimator in Stata

Abstract

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