PARTIALLY LINEAR MODELS |
This tutorial introduces how to use XploRe
for estimating Partially Linear Models (PLM). It basically describes
the routines contained in the XploRe
PLM
library. This tutorial is mainly concerned with Least Squares Estimates
of the linear parameter when nonparametric part is estimated by kernel
regression, spline approximation, piecewise polynomial and local polynomial
techniques. When the model is heteroscedastic, weighted least squares estimators
are proposed.
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MD*TECH Method and Data Technologies |
http://www.mdtech.de mdtech@mdtech.de |