Delgado, Miguel A.Mora, JuanUniversidad Carlos III de Madrid. Departamento de Estadística2009-02-182009-02-181993-02https://hdl.handle.net/10016/3700We study statistical properties of coefficient estimates of the partially linear regression model when some or all regressors, in the unknown part of the model, are discrete. The method does not require smoothing in the discrete variables. Unlike when there are continuous regressors. when all regressors are discrete independence between regressors and regression errors is not required. We also give some guidance on how to implement the estimate when there are both continuous and discrete regressors in the unknown part of the model. Weights employed in this paper seem straightforwardly applicable to other semiparametric problems.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaSemiparametric partially linear modelDiscrete regressorsEmpirical conditional expectation estimateSemiparametric efficiency boundHigher order kernelsworking paperEstadísticaopen access