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Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata

Vincenzo Verardi and Nicolas Debarsy ()

No 1110, Working Papers from University of Namur, Department of Economics

Abstract: 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.

Keywords: Semipar; Semiparametric estimation (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2011-03
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Downloads: (external link) First version, 2010 (application/pdf)

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Journal Article: Robinson's square root of N consistent semiparametric regression estimator in Stata (2012) Downloads
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