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.


Issue Date:
2013
Publication Type:
Journal Article
DOI and Other Identifiers:
st0296 (Other)
PURL Identifier:
http://purl.umn.edu/243197
Published in:
Stata Journal, Volume 13, Number 2
Page range:
329-336
Total Pages:
10

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 Record created 2017-04-01, last modified 2017-08-29

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