Semiparametric Fixed-Effects Estimator
François LiboisUniversity of Namur Centre for Research in the Economics of Development (CRED) Namur, BelgiumVincenzo VerardiUniversity of Namur Centre for Research in the Economics of Development (CRED) Namur, Belgium
2013en
ABI
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.
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Cited by 60 references