Rank Estimation of Partially Linear Index Models
نویسندگان
چکیده
We consider a generalized regression model with a partially linear index. The index contains an additive nonparametric component in addition to the standard linear component, and the models dependent variable is transformed by a unknown monotone function. We propose weighted rank estimation procedures for estimating (i) the coe¢ cients for the linear component, (ii) the nonparametric component (and its derivative), and (iii) the average derivative for the nonparametric component. The proposed estimation method is applied to an empirical study on the relationship between household income and childrens cognitive development. JEL Classi cation: C13, C14.
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