Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions

Arbeitspapier

This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric functions of similar shape are linked by parametric transformations with unknown parameters. A computationally convenient estimation procedure is suggested. √N- consistency of the parameter estimates is proved. Finite sample performance of this estimator is investigated by simulations. An application to consumer data illustrates the importance of this method for applied statistics. Estimations indicate that the imposed shape invariance restrictions have empirical evidence in the semiparametric modelling of consumer demand.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: ZEW Discussion Papers ; No. 03-64

Classification and Topics

• Classification: Wirtschaft ; Semiparametric and Nonparametric Methods: General ; Consumer Economics: Empirical Analysis ; Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
• Subject: shape invariant modelling ; semiparametric regression ; simulations ; large sample properties ; consumer data ; Regression ; Nichtparametrisches Verfahren ; Schätzung ; Verbraucherausgaben ; Theorie ; Grossbritannien

Contributors, Location and Time

• Event: Geistige Schöpfung
• (who): Wilke, Ralf A.
• Event: Veröffentlichung
• (who): Zentrum für Europäische Wirtschaftsforschung (ZEW)
• (where): Mannheim
• (when): 2003

Further information

• Handle: http://hdl.handle.net/10419/23998
• Last update: 10.03.2025, 11:42 AM CET