Semiparametric fixed-effects estimator

• Autores: Franccois Libois, Vincenzo Verardi
• Localización: The Stata journal, ISSN 1536-867X, Vol. 13, Nº. 2, 2013, págs. 329-336
• Idioma: inglés
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• Resumen

  • 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.