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Nonparametric Density and Regression Estimation

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Author Info
DiNardo, John
Tobias, Justin

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Abstract

We provide a nontechnical review of recent nonparametric methods for estimating density and regression functions. The methods we describe make it possible for a researcher to estimate a regression function or density without having to specify in advance a particular--and hence potentially misspecified functional form. We compare these methods to more popular parametric alternatives (such as OLS), illustrate their use in several applications, and demonstrate their flexibility with actual data and generated-data experiments. We show that these methods are intuitive and easily implemented, and in the appropriate context may provide an attractive alternative to "simpler" parametric methods.

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Publisher Info
Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 12020.

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Date of creation: 27 Aug 2004
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Publication status: Published in Journal of Economic Perspectives, 2001, Vol. 15, No. 4, pp. 11-28.
Handle: RePEc:isu:genres:12020

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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
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Web page: http://www.econ.iastate.edu
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References listed on IDEAS
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  1. McKinley L. Blackburn & David Neumark, 1991. "Omitted-Ability Bias and the Increase in the Return to Schooling," NBER Working Papers 3693, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. A. Yatchew, 2000. "Scale economies in electricity distribution: a semiparametric analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 187-210. [Downloadable!]
  3. James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998. "Characterizing Selection Bias Using Experimental Data," Econometrica, Econometric Society, vol. 66(5), pages 1017-1098, September.
    Other versions:
  4. Tobias, J.L., 2000. "Are Return to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability-Earnings Relationship," Papers 00-01-12, California Irvine - School of Social Sciences.
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  5. Yatchew, A., 1997. "An elementary estimator of the partial linear model," Economics Letters, Elsevier, vol. 57(2), pages 135-143, December. [Downloadable!] (restricted)
  6. Adonis Yatchew, 1998. "Nonparametric Regression Techniques in Economics," Journal of Economic Literature, American Economic Association, vol. 36(2), pages 669-721, June. [Downloadable!] (restricted)
  7. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-54, July. [Downloadable!] (restricted)
  8. Subramanian, Shankar & Deaton, Angus, 1996. "The Demand for Food and Calories," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 133-62, February. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Caliendo, Marco, 2008. "Start-Up Subsidies in East Germany: Finally, a Policy that Works?," IZA Discussion Papers 3360, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Justin L. Tobias & Mingliang Li, 2003. "A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 315-336. [Downloadable!]
  3. Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Donal O.Neill, 2005. "The Welfare Implications of Growth Regressions," Economics, Finance and Accounting Department Working Paper Series n1570505, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  5. Yo Chul Choi & David Hummels & Chong Xiang, 2006. "Explaining Import Variety and Quality: The Role of the Income Distribution," NBER Working Papers 12531, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Luca De Benedictis & Marco Gallegati & Massimo Tamberi, . "Overall Specialization and Income: Countries Diversify," Working Papers 73, University of Rome "La Sapienza", CIDEI. [Downloadable!]
  7. Petri Böckerman, 2002. "Overtime in Finland," Finnish Economic Papers, Finnish Society for Economic Research, vol. 15(1), pages 36-54, Spring. [Downloadable!]
  8. Bacolod, Marigee & Tobias, Justin, 2005. "Schools, School Quality and Academic Achievement: Evidence from the Philippines," Staff General Research Papers 12249, Iowa State University, Department of Economics.
  9. Gary Koop & Dale Poirier & Justin Tobias, 2003. "Bayesian Semiparametric Inference in Multiple Equation Models," Discussion Papers in Economics 04/17, Department of Economics, University of Leicester. [Downloadable!]
  10. Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2006. "Productivity, Profitability and Financial Fragility: Evidence from Italian Business Firms," LEM Papers Series 2006/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  11. Justin L. Tobias, 2003. "The effects of cognitive ability and high school quality on college entry decisions: nonparametric estimation of parameters of interest," Applied Economics, Taylor and Francis Journals, vol. 35(2), pages 209-215, January. [Downloadable!] (restricted)
  12. Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
  13. Corak, Miles & Lauzon, Darren, 2005. "Differences in the Distribution of High School Achievement: The Role of Class Size and Time-in-term," Analytical Studies Branch Research Paper Series 2005270e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
  14. Petri Böckerman & Eero Lehto, 2005. "Does Geography Play a Role in Domestic Takeovers? Theory and Finnish Micro-level Evidence," Urban/Regional 0505003, EconWPA. [Downloadable!]
    Other versions:
  15. Corak, Miles & Lauzon, Darren, 2005. "Différences entre les distributions du rendement scolaire au secondaire : le rôle de la taille de la classe et du temps d'enseignement," Direction des études analytiques : documents de recherche 2005270f, Statistics Canada, Direction des études analytiques. [Downloadable!]
  16. Esteban Rossi-Hansberg & Pierre-Daniel G. Sarte & Raymond E. Owens, III, 2008. "Housing externalities : evidence from spatially concentrated urban revitalization programs," Working Paper 08-03, Federal Reserve Bank of Richmond. [Downloadable!]
  17. Petri Böckerman & Eero Lehto, 2006. "Geography of Domestic Mergers and Acquisitions (M&As): Evidence from Matched Firm-level Data," Regional Studies, Taylor and Francis Journals, vol. 40(8), pages 847-860, November. [Downloadable!] (restricted)
  18. Luca De Benedictis, 2006. "Openness, Specialization and Growth," DEGIT Conference Papers c011_054, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
  19. Dale J. Poirier & Gary Koop & Justin Tobias, 2005. "Semiparametric Bayesian inference in multiple equation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 723-747. [Downloadable!]
    Other versions:
  20. Yi Liu & Bhavani Shankar, 2007. "Will rising household incomes solve China's micronutrient deficiency problems?," Economics Bulletin, Economics Bulletin, vol. 15(10), pages 1-14. [Downloadable!]
  21. Petri Böckerman & Eero Lehto, 2004. "Does geography play a role in takeovers? Theory and Finnish micro-level evidence," ERSA conference papers ersa04p15, European Regional Science Association. [Downloadable!]
  22. Erling Røed Larsen, 2005. "Distributional Effects of Environmental Taxes on Transportation. Evidence from Engel Curves in the United States," Discussion Papers 428, Research Department of Statistics Norway. [Downloadable!]
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