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Semiparametric Fixed-Effects Estimator


  • François Libois

    () (Center for Research in the Economics of Development, University of Namur)

  • Vincenzo Verardi

    () (Center for Research in the Economics of Development, University of Namur; European Center for Advanced Research in Economics and Statistics, Universite Libre de Bruxelles)


This paper describes the Stata implementation of Baltagi and Li's (2002) 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 effect estimator if the relationship between two variables is unknown or quite complex.

Suggested Citation

  • François Libois & Vincenzo Verardi, 2012. "Semiparametric Fixed-Effects Estimator," Working Papers 1201, University of Namur, Department of Economics.
  • Handle: RePEc:nam:wpaper:1201

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    References listed on IDEAS

    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. 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.
    3. 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.
    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 08 Jan 2014.
    5. 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).
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    1. Calin Arcalean & Ioana Schiopu, 2016. "Inequality, opting-out and public education funding," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 46(4), pages 811-837, April.
    2. Kelbesa Abdisa Megersa, 2015. "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," Journal of Economic Studies, Emerald Group Publishing, vol. 42(5), pages 878-892, October.
    3. Maria Rosaria Alfano & Anna Laura Baraldi & Erasmo Papagni, 2015. "The Effect of the Proportionality Degree of Electoral Systems on Corruption," EERI Research Paper Series EERI RP 2015/03, Economics and Econometrics Research Institute (EERI), Brussels.
    4. Guriev, Sergei & Vakulenko, Elena, 2015. "Breaking out of poverty traps: Internal migration and interregional convergence in Russia," Journal of Comparative Economics, Elsevier, vol. 43(3), pages 633-649.
    5. Alfano, Maria Rosaria & Baraldi, Anna Laura & Papagni, Erasmo, 2014. "Electoral Systems and Corruption: the Effect of the Proportionality Degree," MPRA Paper 53138, University Library of Munich, Germany, revised 11 Nov 2013.
    6. Bofinger, Peter & Scheuermeyer, Philipp, 2016. "Income Distribution and Aggregate Saving: A Non-Monotonic Relationship," CEPR Discussion Papers 11435, C.E.P.R. Discussion Papers.
    7. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
    8. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    9. Özlem Yorulmaz, 2016. "Can healthcare ever be less than a necessity in MENA countries? A semiparametric estimation of the relationship between healthcare expenditure and GDP," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(3), pages 1233-1244, May.
    10. Lessmann, Christian, 2014. "Spatial inequality and development — Is there an inverted-U relationship?," Journal of Development Economics, Elsevier, vol. 106(C), pages 35-51.
    11. Scheuermeyer, Philipp & Bofinger, Peter, 2016. "Income Distribution and Household Saving: A Non-Monotonic Relationship," Annual Conference 2016 (Augsburg): Demographic Change 145901, Verein für Socialpolitik / German Economic Association.
    12. Sergei Guriev & Elena Vakulenko, 2012. "Convergence between Russian regions," Working Papers w0180, Center for Economic and Financial Research (CEFIR).
    13. Tian, Xu & Yu, Xiaohua, 2015. "Using semiparametric models to study nutrition improvement and dietary change with different indices: The case of China," Food Policy, Elsevier, vol. 53(C), pages 67-81.

    More about this item


    xtsemipar; Semiparametric estimations;

    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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