Smoothing bias in the measurement of marginal effects

DOI10.1016/0304-4076(94)01715-8zbMath0843.62048MaRDI QIDQ1915463

Thomas M. Stoker

Publication date: 21 August 1996

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

Full work available at URL: http://hdl.handle.net/1721.1/2372

zbMATH Keywords

smoothing; nonlinear models; derivatives; linear models; errors-in-variables; marginal effects; kernel regression estimators; attenuation bias

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G07: Density estimation

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Optimal bandwidth choice for density-weighted averages

Cites Work

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