Semiparametric fixed-effects estimator

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)329-336
Number of pages8
JournalStata Journal
Volume13
Issue number2
Publication statusPublished - 17 Jul 2013

Keywords

  • Fixed effects
  • Panel data
  • Semiparametric estimations
  • St0296
  • Xtsemipar

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