The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach.

DOI10.1016/S0165-1765(01)00589-4zbMath1132.62339MaRDI QIDQ1605433

Dingding Li, Thanasis Stengos

Publication date: 15 July 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Partially linear modelProjection pursuit regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items (2)

Asymptotic normality of DHD estimators in a partially linear model ⋮ Difference based estimation for partially linear regression models with measurement errors

Cites Work

• On projection pursuit regression
• Projection pursuit
• On Nonlinear Functions of Linear Combinations
• Root-N-Consistent Semiparametric Regression
• Semiparametric Estimation of Index Coefficients
• A Projection Pursuit Algorithm for Exploratory Data Analysis

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