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 between (the mean of) y and z is suspect. A partially linear specification allows for a regression function that maintains linearity in x but allows the effect of z to be nonlinear. This partially linear model has been widely studied in the statistics and the semiparametric econometrics literature.
This chapter was originally published in The New Palgrave Dictionary of Economics, 2nd edition, 2008. Edited by Steven N. Durlauf and Lawrence E. Blume.
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Tamer, E. (2008). Partial Linear Model. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95121-5_2228-1
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DOI: https://doi.org/10.1057/978-1-349-95121-5_2228-1
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Publisher Name: Palgrave Macmillan, London
Online ISBN: 978-1-349-95121-5
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