Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method Academic Article uri icon

abstract

  • 2017, Copyright Taylor & Francis Group, LLC. In this article we consider the problem of estimating a nonparametric conditional mean function with mixed discrete and continuous covariates by the nonparametric k-nearest-neighbor (k-nn) method. We derive the asymptotic normality result of the proposed estimator and use Monte Carlo simulations to demonstrate its finite sample performance. We also provide an illustrative empirical example of our method.

published proceedings

  • Econometric Reviews

author list (cited authors)

  • Green, C., Li, Q. i., & Zhang, Y. Y.

citation count

  • 0

complete list of authors

  • Green, Carl||Li, Qi||Zhang, Yu Yvette

publication date

  • November 2015