Semiparametric Fixed-Effects Estimator
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.
|Date of creation:||Feb 2012|
|Date of revision:|
|Contact details of provider:|| Postal: Rempart de la Vierge 8, B-5000 Namur|
Web page: http://www.fundp.ac.be/en/eco
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- 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.
- 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).
- 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.
- 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.
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