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This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are able to impose monotonicity of the estimated function....
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In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
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This paper deals with the identification of treatment effects when the outcome variable is ordered. If outcomes are measured ordinally, previously developed methods to investigate the impact of an endogenous binary regressor on average outcomes cannot be applied as the expectation of an ordered...
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traditional linear and ordered latent regression models. Both parametric and semi-parametric estimation is considered. The …
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In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed …-dimensional nonparametric regression irrespective of the dimension of X. It thus extends the analysis of Hahn, Todd and van der Klaauw (2001 …
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This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model … estimator has an oracle property and is easily extended to a generalized additive quantile regression model with a link function …
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