XploRe Package for the Popular Parametric and the Semiparametric Single Index Models

Abstract

This study introduces and shows the applicability of the XploRe commands of the parametric and the semiparametric single index models, which are two most popular alternatives of each other. The commands required for the estimation in all stages of the semiparametric estimation and the parametric logistic, probit and complementary log log regression models are introduced in detail. An artificial data set is used to demonstrate the applicability of the commands in practice. The major contribution of this study is that it enables researchers to obtain additional outputs in easier way that are not so easy to have in the standard statistical packages especially for the semiparametric models. Additionally, users could extend and adapt these commands in conjunction with the new developments in this area.