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

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Résumé

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.

langue originale	Anglais
journal	Stata Journal
Etat de la publication	Publié - 1 janv. 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",

journal = "Stata Journal",

publisher = "DPC Nederland",

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AU - Verardi, Vincenzo

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

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