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.
| Original language | English |
|---|---|
| Pages (from-to) | 329-336 |
| Number of pages | 8 |
| Journal | Stata Journal |
| Volume | 13 |
| Issue number | 2 |
| Publication status | Published - 17 Jul 2013 |
Keywords
- Fixed effects
- Panel data
- Semiparametric estimations
- St0296
- Xtsemipar