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Difference-based semiparametric estimation of partial linear regression models

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  • Michael Lokshin

    (The World Bank)

Abstract

This article describes the plreg command, which implements the difference-based algorithm for fitting partial linear regression models. Copyright 2006 by StataCorp LP.

Suggested Citation

  • Michael Lokshin, 2006. "Difference-based semiparametric estimation of partial linear regression models," Stata Journal, StataCorp LP, vol. 6(3), pages 377-383, September.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:3:p:377-383
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    References listed on IDEAS

    as
    1. Yatchew, A., 1997. "An elementary estimator of the partial linear model," Economics Letters, Elsevier, vol. 57(2), pages 135-143, December.
    2. Mesnard, Alice & Ravallion, Martin, 2001. "Is inequality bad for business : a non-linear microeconomic model of wealth effects on self-employment," Policy Research Working Paper Series 2527, The World Bank.
    3. Yatchew,Adonis, 2003. "Semiparametric Regression for the Applied Econometrician," Cambridge Books, Cambridge University Press, number 9780521812832, September.
    4. 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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