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Re: st: Semi parametric regression

From   "Mahesh Ramachandran" <>
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?


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 <> 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.

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

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