Local regression models

Abstract

This article discusses local regression models, that is, regression models where the parameters are allowed to vary with some covariates either in a completely unrestricted fashion or in an intermediate way with some exclusion restrictions that make some parameters vary only with some covariates. Special cases are nonparametric regression and additively separable nonparametric regression

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LSE Research Online

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Last time updated on 10/02/2012

This paper was published in LSE Research Online.

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