PLRModels

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Software:101923



CRANPLRModelsMaRDI QIDQ101923

Statistical Inference in Partial Linear Regression Models

German Aneiros Perez

Last update: 19 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.2, 1.0, 1.1, 1.3, 1.4

Contains statistical inference tools applied to Partial Linear Regression (PLR) models. Specifically, point estimation, confidence intervals estimation, bandwidth selection, goodness-of-fit tests and analysis of covariance are considered. Kernel-based methods, combined with ordinary least squares estimation, are used and time series errors are allowed. In addition, these techniques are also implemented for both parametric (linear) and nonparametric regression models.





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