Arbeitspapier
Imposing economic constraints in nonparametric regression: survey, implementation and extension
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present themselves when empirically implementing these methods and extend an existing method to handle general nonlinear constraints. A heuristic discussion on the empirical implementation for methods that use sequential quadratic programming is provided for the reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression surfaces is covered.
- Language
-
Englisch
- Bibliographic citation
-
Series: IZA Discussion Papers ; No. 4103
- Classification
-
Wirtschaft
Demand and Supply of Labor: General
Wages, Compensation, and Labor Costs: General
Semiparametric and Nonparametric Methods: General
- Subject
-
Constraint weighted bootstrapping
Hessian
concavity
identification
earnings function
Regression
Nichtparametrisches Verfahren
Nichtlineare Optimierung
Bildungsertrag
Monte-Carlo-Methode
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Henderson, Daniel J.
Parmeter, Christopher F.
- Event
-
Veröffentlichung
- (who)
-
Institute for the Study of Labor (IZA)
- (where)
-
Bonn
- (when)
-
2009
- Handle
- URN
-
urn:nbn:de:101:1-2009041483
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Henderson, Daniel J.
- Parmeter, Christopher F.
- Institute for the Study of Labor (IZA)
Time of origin
- 2009
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R robustified additive nonparametric regression
Confidence regions, non-parametric regression
M Robustified Additive Nonparametric Regression
M robustified additive nonparametric regression
R robustified additive nonparametric regression
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Imposing economic constraints in nonparametric regression: survey, implementation and extension
Variational Multiscale Nonparametric Regression: Algorithms and Implementation
Nonparametric nonstationary regression
R robustified additive nonparametric regression
Confidence regions, non-parametric regression
M Robustified Additive Nonparametric Regression
M robustified additive nonparametric regression
R robustified additive nonparametric regression
Efficient Bayesian nonparametric hazard regression
Nonparametric regression with common shocks
Efficient Bayesian Nonparametric Hazard Regression