descriptionPublicationkeyboard_double_arrow_right Article , Research , Book , Preprint 01 Jan 1995Publisher:Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche FakultätJournal:Research Papers in Economics

Authors: Gutierrez, Roberto G.; Carroll, Raymond J.;

doi: 10.18452/3798

handle: 10419/66244

plug in semiparametric estimating equations

- Summary
- Subjects
- Metrics

Abstract

In parametric regression problems, estimation of the parameter of interest is typically achieved via the solution of a set of unbiased estimating equations. We are interested in problems where in addition to this parameter, the estimating equations consist of an unknown nuisance function which does not depend on the parameter. We study the effects of using a plug-in nonparametric estimator of the nuisance function (for example, a local-linear regression estimator) on the estimability of the parameter. In particular, we specify conditions on the functional estimator which ensure that the parametric rate of consistency for estimating the parameter of interest is preserved, and we give a general asymptotic covariance formula. We apply this theory to three examples.

Related Organizations

Humboldt-Universität zu Berlin
Germany

Keywords

Partially Linear Models, Local Linear Regression, ddc:330, Nonparametric Regression, Missing Data, 330 Wirtschaft, 17 Wirtschaft, Logistic Regression, Generalized Linear Models, Semiparametric Regression, Nonparametric Regression,Missing Data,Generalized Linear Models,Local Linear Regression,Logistic Regression,Partially Linear Models,Semiparametric Regression

Impact byBIP!

	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average