Goal
This PR incorporates the functionality of grmpy-semipar into the grmpy interface.
Changes
The KernReg package is added, which provides the function locpoly for the semiparametric estimation process.
The estimation folder has been reorganized. fit now provides the interface for both the parametric and semiparametric estimation. If semipar=True, the estimation is performed using local instrumental variables. By default (semipar=False) grmpy relies on a parametric normal model.
estimate_auxiliary has been renamed to estimate_par. Auxiliary functions for the semiparametric estimation are provided in estimate_semipar.
The check module has slightly been modified. The function check_basic contains functions that were previously part of check_initialization_dict. This change has been made to only run some basic input checks if semipar=True. Note that the initialization file for semipar does not require the user to specify the SIMULATION section or other sections pertaining to par.
Travis_runner now includes the notebook tutorial.semipar.yml
The documentation has been updated. It now provides information on the semiparametric estimation process, a comparison between par and semipar for different distributions of the unobservables, and the replication of Carneiro et al. (2011).
Goal This PR incorporates the functionality of grmpy-semipar into the grmpy interface.
Changes
locpolyfor the semiparametric estimation process.fitnow provides the interface for both the parametric and semiparametric estimation. Ifsemipar=True, the estimation is performed using local instrumental variables. By default (semipar=False) grmpy relies on a parametric normal model.estimate_auxiliaryhas been renamed toestimate_par. Auxiliary functions for the semiparametric estimation are provided inestimate_semipar.checkmodule has slightly been modified. The functioncheck_basiccontains functions that were previously part ofcheck_initialization_dict. This change has been made to only run some basic input checks ifsemipar=True. Note that the initialization file for semipar does not require the user to specify the SIMULATION section or other sections pertaining to par.This change is