The closest I can think of to this is work by Bobby
Gutierrez on generalised partially linear models.
http://www.stata.com/meeting/2german/Gutierrez.pdf
Nick
[email protected]
Nicolas D. P.
The proper reference is Robinson, Peter M, 1988. "Root- N-Consistent
Semiparametric Regression," Econometrica, Econometric Society, vol.
56(4), pages 931-54.
Nick Cox
> I am not familiar with the reference you give, Robinson (1988).
Nicolas D. P.
> Is it posible to obtain semiparametric estiamtes using double residual
> methods, as in Robinson 1988, in Stata? If anyone has an ado fiel for
> this, it would be greatly appreciated.
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