Consistent Estimation of Scaled Coefficients
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asymptotic biasasymptotic distributionaverage derivativesbehavioral derivativescovariance estimatorsexplanatory variable distributioninstrumental variables estimatorinstrumental variables slope coefficient vectorlimited dependent variable modelslinear regressionmarginal distributionmodels of selection biasmultinomial discrete choicemultiple index modelssample covariance estimatorscore vectorssingle index models
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- scientific article; zbMATH DE number 88830
Cited in
(only showing first 100 items - show all)- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- The coefficient of the whole is an average of the coefficients of its parts: a special case of restricted least squares
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
- Specifying and testing econometric models for rank-ordered data
- A nested Tobit analysis for a sequentially censored regression model
- A single-index model with multiple-links
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Nonparametric identification and estimation of polychotomous choice models
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
- Non-parametric test of derivative restrictions robust to functional misspecification
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models
- Consistent estimation of density-weighted average derivative by orthogonal series method
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
- Convergence rates and asymptotic normality for series estimators
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Are efficient estimators in single-indexed models really efficient? A computational discussion
- Local nonlinear least squares: using parametric information in nonparametric regression
- Partially linear single index Cox regression model in nested case-control studies
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Bayesian analysis of generalized partially linear single-index models
- A lack-of-fit test for generalized linear models via single-index techniques
- Forecasting in nonlinear univariate time series using penalized splines
- Latent single-index models for ordinal data
- Threshold regression with endogeneity
- Single-index copulas
- Slice inverse regression with score functions
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
- Smoothing bias in the measurement of marginal effects
- The recovery of ridge functions on the hypercube suffers from the curse of dimensionality
- Nonseparable multinomial choice models in cross-section and panel data
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Variable selection for the partial linear single-index model
- Model averaging estimation for varying-coefficient single-index models
- Rejoinder: Models as approximations
- A new Bayesian single index model with or without covariates missing at random
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- A single-index model procedure for interpolation intervals in time series
- Efficient estimation in single index models through smoothing splines
- On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty
- Effects of measurement error on a class of single-index varying coefficient regression models
- Large-sample estimation and inference in multivariate single-index models
- A martingale decomposition for quadratic forms of Markov chains (with applications)
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
- Empirical likelihood for single-index models
- Average derivative estimation from biased data
- Semiparametric models with single-index nuisance parameters
- Semiparametric estimation of binary response models with endogenous regressors
- Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections
- Conditional regression for single-index models
- Single-index importance sampling with stratification
- The robustness of conditional logit for binary response panel data models with serial correlation
- Functional coefficient instrumental variables models
- Projection pursuit multi-index (PPMI) models
- A comparative study of semiparametric estimation in partially linear single-index models
- Multivariate partially linear single-index models: Bayesian analysis
- Bootstrapping density-weighted average derivatives
- A Gaussian process regression approach to a single-index model
- Smoothing spline estimation for partially linear single-index models
- Single-index modelling of conditional probabilities in two-way contingency tables
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- scientific article; zbMATH DE number 3917462 (Why is no real title available?)
- scientific article; zbMATH DE number 4068093 (Why is no real title available?)
- Empirical likelihood for density-weighted average derivatives
- High-dimensional estimation with geometric constraints
- Estimating the error distribution in a single-index model
- M-estimators for single-index model using B-spline
- A Bayesian multivariate partially linear single-index probit model for ordinal responses
- Adaptive estimation of the threshold point in threshold regression
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Efficient estimation in heteroscedastic single-index models
- Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty
- Identification and identification failure for treatment effects using structural systems
- Nonparametric weighted average quantile derivative
- A multivariate single-index model for longitudinal data
- Bayesian Tobit quantile regression with single-index models
- Empirical likelihood for single-index regression models under negatively associated errors
- Testing single-index restrictions with a focus on average derivatives
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
- Generalized jackknife estimators of weighted average derivatives
- Statistical inferences for single-index models with measurement errors
- Binary outcomes, OLS, 2SLS and IV probit
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- Oracle estimation of parametric transformation models
- Sufficient dimension reduction for populations with structured heterogeneity
- A constrained single‐index regression for estimating interactions between a treatment and covariates
- Modern nonlinear function-on-function regression
- Methods for Scalar‐on‐Function Regression
- Robust inference for high‐dimensional single index models
- Nonlinear Functional Modeling Using Neural Networks
- Single index Fréchet regression
- Nonparametric Gini-Frisch bounds
- Penalized least squares for single index models
- Semiparametric estimation for weighted average derivatives with responses missing at random
- Neglected heterogeneity, Simpson's paradox, and the anatomy of least squares
- A monotone single index model for missing-at-random longitudinal proportion data
- Partially linear single-index generalized mean residual life models
- A high-dimensional single-index regression for interactions between treatment and covariates
- Conditional likelihood based inference on single-index models for motor insurance claim severity
- Partial-linear single-index transformation models with censored data
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