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Nonparametric and semiparametric estimation with discrete regressors

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorDelgado, Miguel A.
dc.contributor.authorMora, Juan
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-04-14T13:46:47Z
dc.date.available2009-04-14T13:46:47Z
dc.date.issued1994-05
dc.description.abstractThis paper presents and discusses procedures for estimating regression curves when regressors are discrete and applies them to semiparametric inference problems. We show that pointwise root-n-consistency and global consistency of regression curve estimates are achieved without employing any smoothing, even for discrete regressors with unbounded support. These results still hold when smoothers are used, under much weaker conditions than those required with continuous regressors. Such estimates are useful in semiparametric inference problems. We discuss in detail the partially linear regression model and shape-invariant modelling. We also provide some guidance on estimation in semiparametric models where continuous and discrete regressors are present. The paper also includes a Monte Carlo study.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/10016/3947
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics;
dc.relation.ispartofseries1994-11-07
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherNonparametric regression;
dc.subject.otherSemiparametric inference
dc.subject.otherDiscrete regressors
dc.subject.otherEmpirical conditional expectation estimate
dc.subject.otherRegressograms
dc.subject.otherKernels
dc.subject.otherNearest neighbours
dc.subject.otherPartially linear model
dc.subject.otherShape-invariant modelling
dc.titleNonparametric and semiparametric estimation with discrete regressors
dc.typeworking paper*
dspace.entity.typePublication
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