PARTIALLY LINEAR MODELS


PREFACE

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This tutorial introduces how to use XploRe XploRe for estimating Partially Linear Models (PLM). It basically describes the routines contained in the XploRe 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.


Method and Data 
Technologies   MD*TECH Method and Data Technologies
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