Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata
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.
|Date of creation:||Mar 2011|
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