Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Semi parametric regression plreg

From   Nick Cox <>
Subject   Re: st: Semi parametric regression plreg
Date   Mon, 26 Nov 2012 10:35:09 +0000

The paper cited gives an example of how you can plot the results. If
this method is any good, the plot will make sense when you think about
results using your substantive (e.g. economic) knowledge.

How is "location" quantified as a single metric?


On Mon, Nov 26, 2012 at 8:23 AM, Lisa Meisel
<> wrote:

> I want to use the plreg command written by Michael Lokshin (Difference-based semiparametric estimation of partial linear regression models, The Stata Journal 6(3), p.377-383, 2006).
> My problem is to interpret the values of the new variable generated by the option generate(newvar).
> My semi parametric model is the following
> p = f(l) + b*Z + e
> with p being the house price, Z being a vector of housing attributes and f(l) being the part of the house related to its location l. f(l) is supposed to be a non-linear function.
> When checking help of the plreg command in Stata it says that the new variable contains the smoothed values of depvar. In the paper of Lokshin they write it is containing the smoothed values of the argument of f. So how can I interpret the values of this generated variable?
> The values I get when running the regression are similar to the ones of p. So I guess they are not the values for f(l), but rather the smoothed values of p? How can I find the portion of the house price related to f(l)?

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index