Consistent Estimation of Scaled Coefficients
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asymptotic distributionlinear regressionasymptotic biasmarginal distributionaverage derivativessingle index modelslimited dependent variable modelsscore vectorscovariance estimatorsinstrumental variables estimatormultiple index modelsbehavioral derivativesexplanatory variable distributioninstrumental variables slope coefficient vectormodels of selection biasmultinomial discrete choicesample covariance estimator
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- scientific article; zbMATH DE number 88830
Cited in
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- Threshold regression with endogeneity
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
- On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty
- Empirical likelihood for single-index models
- Smoothing spline estimation for partially linear single-index models
- A Gaussian process regression approach to a single-index model
- Generalized jackknife estimators of weighted average derivatives
- Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
- Adaptive semiparametric estimation for single index models with jumps
- Regression models using shapes of functions as predictors
- Neglected heterogeneity, Simpson's paradox, and the anatomy of least squares
- Convergence rates and asymptotic normality for series estimators
- Empirical likelihood for density-weighted average derivatives
- Efficient estimation in heteroscedastic single-index models
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
- Methods for Scalar‐on‐Function Regression
- Functional coefficient instrumental variables models
- scientific article; zbMATH DE number 4068093 (Why is no real title available?)
- The recovery of ridge functions on the hypercube suffers from the curse of dimensionality
- Identification and identification failure for treatment effects using structural systems
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Nonseparable multinomial choice models in cross-section and panel data
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- A monotone single index model for missing-at-random longitudinal proportion data
- Multivariate partially linear single-index models: Bayesian analysis
- Statistical inferences for single-index models with measurement errors
- Single-index copulas
- A new Bayesian single index model with or without covariates missing at random
- A single-index model procedure for interpolation intervals in time series
- Projection pursuit multi-index (PPMI) models
- Effects of measurement error on a class of single-index varying coefficient regression models
- A constrained single‐index regression for estimating interactions between a treatment and covariates
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Bayesian Tobit quantile regression with single-index models
- Variable selection for the partial linear single-index model
- Specifying and testing econometric models for rank-ordered data
- Binary outcomes, OLS, 2SLS and IV probit
- Monotonic single-index models to assess drug interactions
- Are efficient estimators in single-indexed models really efficient? A computational discussion
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Average partial effect estimation using double machine learning
- Slice inverse regression with score functions
- Asymptotic equivalence of estimators of average derivatives
- Weak identification in discrete choice models
- M-estimators for single-index model using B-spline
- Semiparametric models with single-index nuisance parameters
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Partially linear single-index generalized mean residual life models
- Single-index modelling of conditional probabilities in two-way contingency tables
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
- A multivariate single-index model for longitudinal data
- Nonparametric weighted average quantile derivative
- A lack-of-fit test for generalized linear models via single-index techniques
- A comparative study of semiparametric estimation in partially linear single-index models
- Conditional regression for single-index models
- Nonparametric identification and estimation of polychotomous choice models
- Empirical likelihood for single-index regression models under negatively associated errors
- Nonparametric linear feature learning in regression through regularisation
- Smoothing bias in the measurement of marginal effects
- Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- Sufficient dimension reduction for populations with structured heterogeneity
- A Bayesian multivariate partially linear single-index probit model for ordinal responses
- Local nonlinear least squares: using parametric information in nonparametric regression
- Nonlinear Functional Modeling Using Neural Networks
- Single index Fréchet regression
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models
- Nonparametric Gini-Frisch bounds
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Bayesian estimation and variable selection for single index models
- Efficient estimation in single index models through smoothing splines
- Robust inference for high‐dimensional single index models
- Efficient estimation of structural models via sieves
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
- Estimating the error distribution in a single-index model
- Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
- Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections
- Penalized least squares for single index models
- Bootstrapping density-weighted average derivatives
- Non-parametric test of derivative restrictions robust to functional misspecification
- Regression as best linear prediction: the case of discrete regressors
- Modern nonlinear function-on-function regression
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- 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
- Single-index partially functional linear regression model
- scientific article; zbMATH DE number 3917462 (Why is no real title available?)
- Forecasting in nonlinear univariate time series using penalized splines
- Average derivative estimation from biased data
- A martingale decomposition for quadratic forms of Markov chains (with applications)
- Partially linear single index Cox regression model in nested case-control studies
- The coefficient of the whole is an average of the coefficients of its parts: a special case of restricted least squares
- Breaking the curse of dimensionality in nonparametric testing
- Group inference of high-dimensional single-index models
- Semiparametric estimation for weighted average derivatives with responses missing at random
- Adaptive estimation of the threshold point in threshold regression
- Semiparametric estimation of binary response models with endogenous regressors
- Estimating high dimensional monotone index models by iterative convex optimization
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