Semiparametric fixed-effects estimator
AbstractIn this article, we describe the Stata implementation of Baltagi and Li's (2002, Annals of Economics and Finance 3: 103–116) series estimator of partially linear panel-data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs better than a fixed-effects estimator if the relationship between two variables is unknown or quite complex. Copyright 2013 by StataCorp LP.
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 13 (2013)
Issue (Month): 2 (June)
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Other versions of this item:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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- Badi H. Baltagi & Dong Li, .
"Series Estimation of Partially Linear Panel Data Models with Fixed Effects,"
0109, East Carolina University, Department of Economics.
- Badi H. Baltagi & Dong Li, 2002. "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 103-116, May.
- Roger Newson, 2001. "B-splines and splines parameterized by their values at reference points on the x-axis," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
- Sergei Guriev & Elena Vakulenko, 2012. "Convergence between Russian regions," Working Papers w0180, Center for Economic and Financial Research (CEFIR).
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