Semiparametric fixed-effects estimator
| dc.creator | Libois, Franccois | |
| dc.creator | Verardi, Vincenzo | |
| dc.date | 2017-04-01T14:53:36Z | |
| dc.date.accessioned | 2026-07-09T10:43:15Z | |
| dc.description | 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. | |
| dc.identifier | Other:st0296 | |
| dc.identifier | doi:10.22004/ag.econ.243197 | |
| dc.identifier | https://ageconsearch.umn.edu/record/243197/files/sjart_st0296.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/243197 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/621379 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/243197 | |
| dc.title | Semiparametric fixed-effects estimator | |
| dc.type | Text |