Semiparametric fixed-effects estimator
In 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.
Volume (Year): 13 (2013)
Issue (Month): 2 (June)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Badi H. Baltagi & Dong Li, "undated". "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Working Papers 0109, East Carolina University, Department of Economics.
- Patrick Royston & Willi Sauerbrei, 2007. "Multivariable modeling with cubic regression splines: A principled approach," Stata Journal, StataCorp LP, vol. 7(1), pages 45-70, February.
- Gani Aldashev & Catherine Guirkinger, 2011. "Deadly Anchor: Gender Bias under Russian Colonization of Kazakhstan, 1898-1908," Working Papers 1111, University of Namur, Department of Economics.
- Roger Newson, 2000. "BSPLINE: Stata modules to compute B-splines parameterized by their values at reference points," Statistical Software Components S411701, Boston College Department of Economics, revised 08 Jan 2014.
- 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). Full references (including those not matched with items on IDEAS)