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

Author

Listed:
  • 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.

Suggested Citation

  • Vincenzo Verardi & Nicolas Debarsy, 2011. "Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata," Working Papers 1110, University of Namur, Department of Economics.
  • Handle: RePEc:nam:wpaper:1110
    as

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    References listed on IDEAS

    as
    1. Michael Lokshin, 2006. "Difference-based semiparametric estimation of partial linear regression models," Stata Journal, StataCorp LP, vol. 6(3), pages 377-383, September.
    2. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    3. Adonis Yatchew, 1998. "Nonparametric Regression Techniques in Economics," Journal of Economic Literature, American Economic Association, vol. 36(2), pages 669-721, June.
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    Cited by:

    1. repec:kap:reveho:v:15:y:2017:i:4:d:10.1007_s11150-015-9309-6 is not listed on IDEAS
    2. Vincenzo Verardi, 2013. "Semiparametric regression in Stata," United Kingdom Stata Users' Group Meetings 2013 14, Stata Users Group.
    3. repec:eee:chieco:v:44:y:2017:i:c:p:253-270 is not listed on IDEAS
    4. Alfonso Díez-Minguela & Rafael González-Val & Julio Martinez-Galarraga & M. Teresa Sanchis & Daniel A. Tirado, 2017. "The long-term relationship between economic development and regional inequality: South-West Europe, 1860-2010," Working Papers 0119, European Historical Economics Society (EHES).
    5. Samuel Bazzi & Arya Gaduh & Alexander D. Rothenberg & Maisy Wong, 2016. "Skill Transferability, Migration, and Development: Evidence from Population Resettlement in Indonesia," American Economic Review, American Economic Association, vol. 106(9), pages 2658-2698, September.
    6. Nuria Gallego & Carlos Llano, 2014. "The Border Effect and the Nonlinear Relationship between Trade and Distance," Review of International Economics, Wiley Blackwell, vol. 22(5), pages 1016-1048, November.
    7. Georg Hirte & Christian Leßmann, 2014. "Trade, Integration, and Interregional Inequality," CESifo Working Paper Series 4799, CESifo Group Munich.
    8. Bofinger, Peter & Scheuermeyer, Philipp, 2016. "Income Distribution and Aggregate Saving: A Non-Monotonic Relationship," CEPR Discussion Papers 11435, C.E.P.R. Discussion Papers.
    9. Georg Hirte & Christian Lessmann, 2014. "Trade and Interregional Inequality," ERSA conference papers ersa14p304, European Regional Science Association.
    10. Nie, Peng & Sousa-Poza, Alfonso & He, Xiaobo, 2015. "Peer effects on childhood and adolescent obesity in China," China Economic Review, Elsevier, vol. 35(C), pages 47-69.
    11. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
    12. Charles Courtemanche & Rusty Tchernis & Benjamin Ukert, 2016. "The Effect of Smoking on Obesity: Evidence from a Randomized Trial," NBER Working Papers 21937, National Bureau of Economic Research, Inc.
    13. Grossbard, Shoshana & Mukhopadhyay, Sankar, 2017. "Body-Weight and Women's Hours of Work: More Evidence That Marriage Markets Matter," IZA Discussion Papers 10775, Institute for the Study of Labor (IZA).
    14. repec:spr:izalbr:v:6:y:2017:i:1:d:10.1186_s40172-017-0059-y is not listed on IDEAS
    15. Mohamad A. Khaled & Paul Makdissi & Rami Tabri & Myra Yazbeck, 2016. "A Framework for Testing the Equality Between the Health Concentration Curve and the 45-Degree Line," Discussion Papers Series 577, School of Economics, University of Queensland, Australia.
    16. Lessmann, Christian, 2014. "Spatial inequality and development — Is there an inverted-U relationship?," Journal of Development Economics, Elsevier, vol. 106(C), pages 35-51.
    17. Scheuermeyer, Philipp & Bofinger, Peter, 2016. "Income Distribution and Household Saving: A Non-Monotonic Relationship," Annual Conference 2016 (Augsburg): Demographic Change 145901, Verein für Socialpolitik / German Economic Association.
    18. 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.
    19. Rangan Gupta & Lardo Stander & Andrea Vaona, 2017. "Openness and Growth: Is the Relationship Non-Linear?," Working Papers 201703, University of Pretoria, Department of Economics.

    More about this item

    Keywords

    Semipar; Semiparametric estimation;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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