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Semiparametric Fixed-Effects Estimator

Author

Listed:
  • 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)

Abstract
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

    as
    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 21 Aug 2022.
    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).
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    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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