A Partially Linear Kernel Estimator for Categorical Data

We extend Robinson's (1988) partially linear estimator to admit the mix of datatypes typically encountered by applied researchers, namely, categorical (nominal and ordinal) and continuous. We also relax the independence assumption that is prevalent in this literature and allow for β-mixing time-series data. We employ Li, Ouyang, and Racine's (2009) categorical and continuous data kernel method, and extend this so that a mix of continuous and/or …