A note on using ratio variables in regression analysis

DOI10.1016/J.ECONLET.2016.11.019zbMath1400.62081OpenAlexW2554265229MaRDI QIDQ1672765

Long Liu, Yue Hu, Donald Lien

Publication date: 11 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.019

zbMATH Keywords

semiparametric regressionpartially linear modelmarket-to-bookratio variable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Uses Software

• crs
• xtsemipar

Cites Work

• Unnamed Item
• Nonparametric estimation of regression functions with both categorical and continuous data
• Nonparametric estimation and testing of fixed effects panel data models
• A consistent model specification test with mixed discrete and continuous data
• Tests for model specification in the presence of alternative hypotheses
• Semiparametric estimation of partially linear panel data models
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• Model specification tests against non-nested alternatives
• Root-N-Consistent Semiparametric Regression
• Additive regression splines with irrelevant categorial and continuous regressors
• A Partially Linear Kernel Estimator for Categorical Data

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