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. 2025 May;249(Pt A):105455.
doi: 10.1016/j.jeconom.2023.05.002. Epub 2023 Jun 9.

Semiparametric approach to estimation of marginal mean effects and marginal quantile effects

Seong-Ho Lee  1 , Yanyuan Ma  1 , Elvezio Ronchetti  2
Affiliations

Semiparametric approach to estimation of marginal mean effects and marginal quantile effects

Seong-Ho Lee et al. J Econom. 2025 May.
No abstract available

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Figures

Figure 1:
Figure 1:
c(⋅) estimation results. Red: the true curve c(⋅); Black: the median curve of c^(⋅); Filled curves: the 2.5% and 97.5% quantiles of c^(⋅).
Figure 2:
Figure 2:
c(⋅) estimation in the Swiss non-labor income data. Black: the curve c^(⋅); Filled curves: the estimated pointwise confidence band of c(⋅).
Figure 3:
Figure 3:
The result of ητ estimation in the Swiss non-labor income data.
See this image and copyright information in PMC

References

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    1. Cattaneo MD, Crump RK & Jansson M. (2013), ‘Generalized jackknife estimators of weighted average derivatives’, Journal of the American Statistical Association 108(504), 1243–1256.
    1. Chaudhuri P, Doksum K. & Samarov A. (1997), ‘On average derivative quantile regression’, The Annals of Statistics 25(2), 715–744.

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