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


Author Info

  • Vincenzo Verardi

    (University of Namur)

  • Nicolas Debarsy

    (Facult├ęs Universitaires Notre Dame de la Paix - FUNDP)


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.

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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457515.

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Programming language: Stata
Requires: Stata version 10.1
Date of creation: 08 Sep 2012
Date of revision: 27 Oct 2012
Handle: RePEc:boc:bocode:s457515

Note: This module should be installed from within Stata by typing "ssc install semipar". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Web page:
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Related research

Keywords: Robinson; semiparametric regression; nonparametric regression;


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