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Semiparametric fixed-effects estimator

Author

Listed:
  • Francois Libois

    (University of Namur)

  • Vincenzo Verardi

    (University of Namur
    Universite Libre de Bruxelles (ULB))

Abstract

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.

Suggested Citation

  • Francois Libois & Vincenzo Verardi, 2013. "Semiparametric fixed-effects estimator," Stata Journal, StataCorp LLC, vol. 13(2), pages 329-336, June.
    • Handle: RePEc:tsj:stataj:y:13:y:2013:i:2:p:329-336
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. Patrick Royston & Willi Sauerbrei, 2007. "Multivariable modeling with cubic regression splines: A principled approach," Stata Journal, StataCorp LLC, vol. 7(1), pages 45-70, February.
    4. 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 21 Aug 2022.
    5. Roger Newson, 2001. "B-splines and splines parameterized by their values at reference points on the x-axis," Stata Technical Bulletin, StataCorp LLC, vol. 10(57).
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

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    JEL classification:

    • 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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