Results 11 to 20 of about 45,340 (210)
Semiparametric Fixed-Effects Estimator [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2013 In this article, we describe the Stata implementation of Baltagi and Li's (2002, Annals of Economics and Finance 3: 103–116) series estimator of partially linear panel-data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar.
Libois, François, Verardi, Vincenzo
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The Semiparametric Case‐Only Estimator [PDF]
Biometrics, 2010 Summary We propose a semiparametric case‐only estimator of multiplicative gene–environment or gene–gene interactions, under the assumption of conditional independence of the two factors given a vector of potential confounding variables. Our estimator yields valid inferences on the interaction function if either but not necessarily both of two unknown ...
Tchetgen Tchetgen, Eric J. +1 more
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SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES [PDF]
Econometric Theory, 2011 We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g., estimate nonlinear models with endogenous covariates when identification is achieved using ...
Mammen, Enno +2 more
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The Challenge of Time-to-Event Analysis for Multiple Events: A Guided Tour From Time-to-First-Event to Recurrent Time-to-Event Analysis. [PDF]
Biom JABSTRACT Clinical trials often compare a treatment to a control group concerning multiple possible combined time‐to‐event endpoints like hospital‐free survival. Thereby, the first endpoint may occur more than once (“recurrent”), whereas the second endpoint is absorbing. Inclusion of all observed events in the analysis can increase the power and provide
Schmeller S +4 more
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On Semiparametric Mode Regression Estimation [PDF]
Communications in Statistics - Theory and Methods, 2010 It has been found that, for a variety of probability distributions, there is a surprising linear relation between mode, mean, and median. In this article, the relation between mode, mean, and median regression functions is assumed to follow a simple parametric model.
Gannoun, Ali, Saracco, Jerôme, Yu, Y.
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Locally Robust Semiparametric Estimation
Econometrica, 2018 Many economic and causal parameters depend on nonparametric or high dimensional first steps. We give a general construction of locally robust/orthogonal moment functions for GMM, where first steps have no effect, locally, on average moment functions. Using these orthogonal moments reduces model selection and regularization bias, as is important in many
Hidehiko Ichimura +4 more
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SMALL AREA ESTIMATION OF MEAN YEARS SCHOOL IN KABUPATEN BOGOR USING SEMIPARAMETRIC P-SPLINE
Barekeng, 2022 The Fay-Herriot model, generally uses the EBLUP (Empirical Best Linear Unbiased Prediction) method, is less flexible due to the assumption of linearity.
Christiana Anggraeni Putri +2 more
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Efficient estimation in semiparametric GARCH models [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Drost, F.C., Klaassen, C.A.J.
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RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS
Econometric Theory, 2022 Controlling the bias is central to estimating semiparametric models. Many methods have been developed to control bias in estimating conditional expectations while maintaining a desirable variance order. However, these methods typically do not perform well at moderate sample sizes.
Chan Shen, Roger Klein
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NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS [PDF]
Econometric Theory, 2016 In this paper we develop a nonparametric estimation technique for semiparametric transformation models of the form:H(Y) =φ(Z) +X′β+UwhereH,φare unknown functions,βis an unknown finite-dimensional parameter vector and the variables (Y,Z) are endogenous.
Florens, Jean-Pierre, Sokullu, Senay
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