A4: Structured Regression Models

Principle Investigator: Prof. Stephan Sperlich (University of Geneva)

Funding Period: April 1, 2008 - March 31, 2011

The title Semiparametric Structured Models has been chosen because it summarizes in a simple way the three fields Dimension Reduction (via separability or generalized PCA), Simultaneous Equation Systems (like they occur when analyzing labor supply or household expenditures), and its Applications, where we will focus on. As has already been highlighted above, this project does not only cooperate with project A3 and project A5 it moreover forms part of a joint project. In our part we are searching for feasible methods to estimate and analyze model structures which are of particular interest in econometrics for its interpretation (separability and PCAs), and in mathematical statistics for its properties (flexibility and dimensionality). In order to do so we combine our experiences from estimation in separable models (in particular additive models) and in structured econometric models (mainly in the field of labor market analysis) with our experiences in empirical research. The main interest of our project is to bring mathematical developments into practice. This includes also a data orientated modelling and all details coming along with the implementation.