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

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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 languageEnglish
JournalStata Journal
Publication statusPublished - 1 Jan 2012

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