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From |
"Mahesh Ramachandran" <mramachandran@clarku.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Semi parametric regression |

Date |
Sun, 4 May 2008 13:03:00 -0400 (EDT) |

Hello Maarten: Thanks for the reply. I will give a brief overview of what I am trying to do, perhaps you or someone can point me in the right direction. I am trying to estimate a demand model, where the dependent variable consumption and have a several independent variables. The intention is to compare estimates from several functional forms to nonparametric estimation. Due to the curse of dimensionality, I am trying instead to estimate a semiparametric regression, where I am intend to treat one of the independent variable as nonparamteric others linear. If -plreg- does not work for panel data could you suggest any alternatives? P.S: The syntax error was from trying to estimate the example (Dr.Yatchew's dataset)from the article "Semi-parametric difference-based estimation of partial linear regression models" by Michael Lokshin. I used same dataset and command, still got error message. Did all the usual checks, unable to locate the error in the syntax. Here is the command from Dr.Lokshin's article: use plreg_example, clear; plreg tc wage pcap puc kwh life lf kmwire, nlf(cust) gen(func) bw(1); --- Mahesh Ramachandran <mramachandran@clarku.edu> wrote: > I am trying to estimate a semiparametric regression for a panel > dataset. Could you advise me on the command to use. I tried "plreg" , > for some reason it is giving me "syntax error". I don't think that there is much stuff on semiparametric regression for panel data in Stata. -plreg- certainly was not intended for panel data, as you can read in (Lokshin 2006). Anyhow, if you want help on what you did wrong with -plreg- you will have to tell us exactly what you typed. All we know now is that you have somehow not used the correct syntax (which you could have guessed yourself from the error message), and all we can say is that you should have used the correct syntax (which you also could have guessed), but because you have not told us what syntax you have used we cannot tell you where you have made a mistake... -- Maarten Michael Lokshin (2006) "Difference-based semiparametric estimation of partial linear regression models", The Stata Journal, 6(3): 377--383. http://www.stata-journal.com/article.html?article=st0109 ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail. A Smarter Email http://uk.docs.yahoo.com/nowyoucan.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Semi parametric regression***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**Re: st: Semi parametric regression***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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