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Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata

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Author Info

  • Vincenzo Verardi

    ()
    (Center for Research in the Economics of Development, University of Namur; European Center for Advanced Research in Economics and Statistics, Universite Libre de Bruxelles)

  • Nicolas Debarsy

    ()
    (Department of economics and CERPE, University of Namur)

Abstract

This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

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File URL: http://www.fundp.ac.be/eco/economie/recherche/wpseries/wp/1110.pdf
File Function: First version, 2010
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Bibliographic Info

Paper provided by University of Namur, Department of Economics in its series Working Papers with number 1110.

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Length: 10 pages
Date of creation: Mar 2011
Date of revision:
Handle: RePEc:nam:wpaper:1110

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Keywords: Semipar; Semiparametric estimation;

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Cited by:
  1. Syed Abul Hasan, 2012. "Engel Curves and Equivalence Scales for Bangladesh," ASARC Working Papers 2012-15, The Australian National University, Australia South Asia Research Centre.
  2. Christian Lessmann, 2011. "Spatial Inequality and Development - Is there an Inverted-U Relationship?," CESifo Working Paper Series 3622, CESifo Group Munich.
  3. Vincenzo Verardi, 2013. "Semiparametric regression in Stata," United Kingdom Stata Users' Group Meetings 2013 14, Stata Users Group.
  4. Georg Hirte & Christian Lessmann, 2014. "Trade, Integration, and Interregional Inequality," CESifo Working Paper Series 4799, CESifo Group Munich.

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