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st: Semi parametric regression plreg


From   "Lisa Meisel" <[email protected]>
To   <[email protected]>
Subject   st: Semi parametric regression plreg
Date   Mon, 26 Nov 2012 09:23:26 +0100

Dear all, 

I want to use the plreg command written by Michael Lokshin (Difference-based semiparametric estimation of partial linear regression models, The Stata Journal 6(3), p.377-383, 2006).

My problem is to interpret the values of the new variable generated by the option generate(newvar).
My semi parametric model is the following

p = f(l) + b*Z + e

with p being the house price, Z being a vector of housing attributes and f(l) being the part of the house related to its location l. f(l) is supposed to be a non-linear function. 
When checking help of the plreg command in Stata it says that the new variable contains the smoothed values of depvar. In the paper of Lokshin they write it is containing the smoothed values of the argument of f. So how can I interpret the values of this generated variable?
The values I get when running the regression are similar to the ones of p. So I guess they are not the values for f(l), but rather the smoothed values of p? How can I find the portion of the house price related to f(l)?

I appreciate any help!

Thank you, 
Lisa




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