A note on using ratio variables in regression analysis

DOI10.1016/J.ECONLET.2016.11.019MaRDI QIDQ1672765zbMATH OpenOpenAlexFDO

Authors Donald Lien, Yue Hu, Long Liu

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

partially linear modelsemiparametric regressionmarket-to-bookratio variable

Mathematics Subject Classification ID

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

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Cites work

• A consistent model specification test with mixed discrete and continuous data
• A partially linear kernel estimator for categorical data
• Additive regression splines with irrelevant categorical and continuous regressors
• Model specification tests against non-nested alternatives
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of regression functions with both categorical and continuous data
• Root-N-Consistent Semiparametric Regression
• Semiparametric estimation of partially linear panel data models
• Tests for model specification in the presence of alternative hypotheses

Cited in

(1)

• Regression analysis and ratio analysis for domains: A randomization-theory approach

Describes a project that uses

Uses Software

• xtsemipar
• crs

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