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re: st: (Generalized) Partially linear models


From   "philippe van kerm" <philippe.vankerm@ceps.lu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: st: (Generalized) Partially linear models
Date   Thu, 17 Mar 2005 17:03:25 +0100

>st: (Generalized) Partially linear models
>From 	  "Luca Piccoli" <luca.piccoli@economia.univr.it>
>To 	  <statalist@hsphsun2.harvard.edu>
>Subject 	  st: (Generalized) Partially linear models
>Date 	  Thu, 17 Mar 2005 16:33:07 +0100
>
>I'm interested in estimating partially linear models ( in the form y =
bX +
>g(t) +e ) and I just read a paper from oberto Gutierrez ("generalized
>partially linear models"). Two algorithms by the author are cited
(partlin
>and gplm).
>
>Since I couldn't find them I suppose that they are under development,
but I
>couldn't contact the Author by e-mail to have a confirm. Do anybody
know
>anything about?
>
>If, as I suppose, these algorithms are under development, do anybody
know a
>relatively simple procedure to estimate partially linear models?


Differencing methods provide easily implementable estimators for the
partially linear model. See for example, Yatchew (1997) "An elementary
estimator of the partial linear model" in Economics Letters vol.57.


Philippe





<<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>>
Dr. Philippe Van Kerm
IRISS - Integrated Research Infrastructure in 
  the Socio-Economic Sciences
CEPS/INSTEAD
BP48, L-4501 Differdange, Luxembourg
>> http://www.ceps.lu/iriss <<
>> http://econpapers.repec.org/RAS/pva19.htm <<
<<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>> 

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