Semi-parametric difference-based estimation of partial linear regression models
نویسنده
چکیده
This article describes the plreg Stata command, which implements the difference-based algorithm for estimating the partial linear regression models.
منابع مشابه
Differenced-Based Double Shrinking in Partial Linear Models
Partial linear model is very flexible when the relation between the covariates and responses, either parametric and nonparametric. However, estimation of the regression coefficients is challenging since one must also estimate the nonparametric component simultaneously. As a remedy, the differencing approach, to eliminate the nonparametric component and estimate the regression coefficients, can ...
متن کاملMeta-heuristic algorithms for parameter estimation of semi-parametric linear regression models
Consider the semi-parametric linear regression model Y = ′X+ , where has an unknown distribution F0. The semi-parametric MLE ̃ of under this set-up is called the generalized semi-parametric MLE(GSMLE).Although the GSML estimation of the linear regression model is statistically appealing, it has never been attempted due to difficulties with obtaining the GSML estimates of and F until recent work...
متن کاملThe Negative Binomial Distribution Efficiency in Finite Mixture of Semi-parametric Generalized Linear Models
Introduction Selection the appropriate statistical model for the response variable is one of the most important problem in the finite mixture of generalized linear models. One of the distributions which it has a problem in a finite mixture of semi-parametric generalized statistical models, is the Poisson distribution. In this paper, to overcome over dispersion and computational burden, finite ...
متن کاملSemi-parametric Quantile Regression for Analysing Continuous Longitudinal Responses
Recently, quantile regression (QR) models are often applied for longitudinal data analysis. When the distribution of responses seems to be skew and asymmetric due to outliers and heavy-tails, QR models may work suitably. In this paper, a semi-parametric quantile regression model is developed for analysing continuous longitudinal responses. The error term's distribution is assumed to be Asymmetr...
متن کاملA Quasi-Newton Algorithm for Efficient Computation of Gehan Estimates
The analysis of lifetime data is an important research area in statistics, particularly among econometricians and biostatisticians. The two most popular semi-parametric models are the proportional hazards model and the accelerated failure time (AFT) model. The proportional hazards model is computationally advantageous over virtually any other competing semi-parametric model because the ubiquito...
متن کامل