We demonstrate that regression models can be estimated by working independently in a row-wise fashion. We document a … understanding the mechanics of many common regression models. These procedures can be used to speed up the computation of estimates … computed via OLS, IV, Ridge regression, LASSO, Elastic Net, and Non-linear models including probit and logit, with all common …

regression, when faced with so-called common support problems. It also shows how different procedures suggested in the literature …

In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …

This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for …

The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using … these estimates, which typically use local linear regression, are highly sensitive to curvature in the underlying …. In contrast, our permutation test reinforces the asymptotic inference results of a recent Regression Discontinuity study …

regression. In effect, we merge duration analysis and discontinuity analysis. We use the introduction of the NDYP program for …

In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …