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


  • 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.

Suggested Citation

  • Vincenzo Verardi & Nicolas Debarsy, 2012. "SEMIPAR: Stata module to compute Robinson's (1988) semiparametric regression estimator," Statistical Software Components S457515, Boston College Department of Economics, revised 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.

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