MARGINTEGRATE: Stata module to estimate non-parametric smooth functions for generalized additive models

Christian Gregory

Statistical Software Components from Boston College Department of Economics

Abstract: margintegrate estimates non-parametric smooth functions for generalized additive models with two right-hand side variables, one a variable of interest, and a second that is treated as a “nuisance” and integrated out. The smoothed function is linear in the direction of interest and constant in the “nuisance” direction. It follows the exposition given in Li and Racine (2007, 283-89).

Language: Stata
Requires: Stata version 9
Keywords: nonparametric estimation; generalized additive models (search for similar items in EconPapers)
Date: 2011-12-22
Note: This module should be installed from within Stata by typing "ssc install margintegrate". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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