Semiparametric fixed-effects estimator

François Libois and Vincenzo Verardi

Stata Journal, 2013, vol. 13, issue 2, 329-336

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. Copyright 2013 by StataCorp LP.

Keywords: xtsemipar; semiparametric estimations; panel data; fixed effects (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (23)

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Working Paper: Semiparametric Fixed-Effects Estimator (2012)
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