Definition: A partially linear model refers to a particular econometric model which is between a linear regression
model and a completely nonparametric model:
y=b'X+f(Z)+e
where X and Z are known matrices of independent variables, y is a known vector of the dependent variable, f() is not known but often some assumptions are made about it, and b is a parameter vector. Assumptions are often made on e such as that e~N(0,s2I) and that E(e|X,Z)=0.
The project at hand is to estimate b and/or to estimate f() in a non-parametric way, e.g. with a kernel estimator.
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