SEMIPAR: Stata module to compute Robinson's (1988) semiparametric regression estimator

Vincenzo Verardi and Nicolas Debarsy

Statistical Software Components from Boston College Department of Economics

Abstract: semipar estimates Robinson's (Econometrica, 1988) double residual estimator and estimates the nonlinear relation between the variable set in nonpar and the dependent variable. The test option allows the user to assess whether a polynomial adjustment could be used to approximate the nonparametric fit, per Hardle and Mammen (Annals of Statistics, 1993). The nonparametric estimator used is a gaussian kernel weighted local polynomial fit.

Language: Stata
Requires: Stata version 10.1
Keywords: Robinson; semiparametric regression; nonparametric regression (search for similar items in EconPapers)
Date: 2012-09-08, Revised 2021-07-04
Note: This module should be installed from within Stata by typing "ssc install semipar". 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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Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/semipar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/semipar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/v/Verardi_Debarsy_12.pdf documentation (application/pdf)

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