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Partial Linear Model

Published in The New Palgrave Dictionary of Economics • Jan 1, 2018
NobleIDNI9P37W13R91S35
Authors:
Elie Tamer

Abstract

It is popular to summarize the relationship between an outcome variable y and a vector (x, z) through a linear mean regression where the mean of y is modelled as a linear function of both x and z. A more robust specification is called for in some situations where the imposed linear relationship betw...

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