Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable

DOI10.2307/2171926zbMATH Open0861.62029OpenAlexW4243433845MaRDI QIDQ4715547FDOQ4715547

Authors: Joel Horowitz 

Publication date: 27 April 1997

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171926

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zbMATH Keywords

Monte Carlosemiparametric estimationempirical processquantilesunobserved heterogeneityconditional distributiontransformation modelunknown cumulative distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited In (85)

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• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• Correcting for selective compliance in a re-employment bonus experiment
• An overview of nonparametric contributions to the problem of functional estimation from biased data
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• A partially linear single-index transformation model and its nonparametric estimation
• Most likely transformations
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
• A spatial autoregressive model with a nonlinear transformation of the dependent variable
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• Semiparametric efficient inferences for lifetime regression model with time-dependent covariates
• Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
• A semiparametric derivative estimator in log transformation models
• An efficient nonparametric estimator for models with nonlinear dependence
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Specification testing for transformation models with an application to generalized accelerated failure-time models
• Estimation of the binary response model using a mixture of distributions estimator (MOD)
• Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
• Optimal estimation of slope vector in high-dimensional linear transformation models
• Non-convex penalized estimation in high-dimensional models with single-index structure
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• Robust direction identification and variable selection in high dimensional general single-index models
• Estimation of fully nonparametric transformation models
• A global partial likelihood estimation in the additive Cox proportional hazards model
• Weighted rank estimation for nonparametric transformation models with doubly truncated data
• Nonparametric identification and estimation of transformation models
• Estimation for double-nonlinear cointegration
• Estimating a semi-parametric duration model without specifying heterogeneity
• Sieve extremum estimation of a semiparametric transformation model
• \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models
• Regular variation and the identification of generalized accelerated failure-time models
• Estimation of a semiparametric transformation model in the presence of endogeneity
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• On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
• An integrated maximum score estimator for a generalized censored quantile regression model
• Specification testing in semi-parametric transformation models
• Regression estimation with transformed auxiliary variates
• Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
• Semiparametric transformation models for semicompeting survival data
• Linear transformation models for interval-censored data
• Distribution-free estimation of the Box-Cox regression model with censoring
• Maximum likelihood estimation in transformed linear regression with nonnormal errors
• Local rank estimation of transformation models with functional coefficients
• IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
• Semiparametric Estimation in Transformation Models with Cure Fraction
• Survival Analysis via Ordinary Differential Equations
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• A practical guide to compact infinite dimensional parameter spaces
• Estimation of a clustering model for non Gaussian functional data
• Semiparametric estimation of censored transformation models
• A semiparametric 2-part mixed-effects heteroscedastic transformation model for correlated right-skewed semicontinuous data
• Semiparametric estimation of partially linear transformation models under conditional quantile restriction
• Response error in a transformation model with an application to earnings‐equation estimation*
• Using local linear techniques in semiparametric TBS regression models
• A simple test of completeness in a class of nonparametric specification
• Likelihood estimation after nonparametric transformation
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• SEMIPARAMETRIC TRANSFORMATION FOR THEORETICAL MODEL
• Recursive differencing for estimating semiparametric models
• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE

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