Non-parametric regression for binary dependent variables

DOI10.1111/j.1368-423X.2006.00196.xzbMath1106.62038MaRDI QIDQ3422397

Markus Frölich

Publication date: 13 February 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

local modelbinary choicebandwidth choiceheterogeneous responseheteregeneous treatment effectlocal multicollinaritylocal parametric regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (7)

Bivariate non-normality in the sample selection model ⋮ Nonparametric estimation of dynamic discrete choice models for time series data ⋮ Generalized nonparametric smoothing with mixed discrete and continuous data ⋮ On the inefficiency of propensity score matching ⋮ The performance of estimators based on the propensity score ⋮ Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom ⋮ Flexible link functions in nonparametric binary regression with Gaussian process priors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
• Local nonlinear least squares: using parametric information in nonparametric regression
• On local likelihood density estimation
• Local Likelihood Estimation
• Finite-Sample Variance of Local Polynomials: Analysis and Solutions
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Statistics and Causal Inference
• Root-N-Consistent Semiparametric Regression
• Local Estimating Equations
• Matching As An Econometric Evaluation Estimator
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Local Maximum Likelihood Estimation and Inference
• The Asymptotic Variance of Semiparametric Estimators
• Making The Most Out Of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Local Likelihood Analysis of Survival Data With Censored Intermediate Events
• Local likelihood method: a bridge over parametric and nonparametric regression
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• Endogeneity in Semiparametric Binary Response Models
• Semiparametric Estimation of Index Coefficients
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• An Efficient Semiparametric Estimator for Binary Response Models
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

This page was built for publication: Non-parametric regression for binary dependent variables