Inference on semiparametric models with discrete regressors

Juan Mora
Authors registered in the RePEc Author Service: Miguel A. Delgado ()

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: We study statistical properties of coefficient estimates of the partially linear regression model when some or all regressors, in the unknown part of the model, are discrete. The method does not require smoothing in the discrete variables. Unlike when there are continuous regressors. when all regressors are discrete independence between regressors and regression errors is not required. We also give some guidance on how to implement the estimate when there are both continuous and discrete regressors in the unknown part of the model. Weights employed in this paper seem straightforwardly applicable to other semiparametric problems.

Keywords: Semiparametric; partially; linear; model; Discrete; regressors; Empirical; conditional; expectation; estimate; Semiparametric; efficiency; bound; Higher; order; kernels (search for similar items in EconPapers)
Date: 1993-02
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:3700

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