Nonparametric estimation of marginal effects in regression-spline random effects models
Sign Up to like & getrecommendations! Published in 2020 at "Econometric Reviews"
DOI: 10.1080/07474938.2020.1772569
Abstract: Abstract We consider a B-spline regression approach toward nonparametric modeling of a random effects (error component) model. We focus our attention on the estimation of marginal effects (derivatives) and their asymptotic properties. Theoretical underpinnings are… read more here.
Keywords: regression; marginal effects; random effects; nonparametric estimation ... See more keywords