SLS: Stata module to perform semiparametric least squares

Michael Barker ()
Additional contact information
Michael Barker: Georgetown University

Statistical Software Components from Boston College Department of Economics

Abstract: sls implements the semiparametric least squares estimator developed in Ichimura, H. (1993). Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models. Journal of Econometrics, 58(1-2), 71–120.

Language: Stata
Requires: Stata version 11
Keywords: semiparametric least squares; Ichimura (search for similar items in EconPapers)
Date: 2014-10-11
Note: This module should be installed from within Stata by typing "ssc install sls". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/sls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sls_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_init_options.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sls_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lsls.mlib Mata object library (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lsls.do Mata code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457927

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