plmhetexog | plmhetexog estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of exogenous variables |
plmhetmean | plmhetmean estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of the mean. We use the replication technique to estimate the variance functions. |
plmhett | plmhett estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of nonparametric variables |
plmk | plmk estimates the parameter part in partially linear models by using kernel to approximate the nonparametric part |
plmls | plmls estimates partially linear models by using least squares spline to approximate the nonparametric part. |
plmp | plmp estimates the parametric part in partially linear models by using piecewise polynomial to approximate the nonparametric part |
plmtest | plmtest verifies the PLM macros. |
plmtest | plmtest verifies the PLM macros. |