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The Stata Journal
Volume 13 Number 2: pp. 329-336



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Semiparametric fixed-effects estimator

Franccois Libois
University of Namur
Centre for Research in the Economics of Development (CRED)
Namur, Belgium
francois.libois@fundp.ac.be
Vincenzo Verardi
University of Namur
Centre for Research in the Economics
of Development (CRED)
Namur, Belgium
and
Université Libre de Bruxelles
European Center for Advanced Research in Economics and
Statistics (ECARES)
and Center for Knowledge Economics (CKE)
Brussels, Belgium
vincenzo.verardi@fundp.ac.be
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.

View all articles by these authors: Franccois Libois, Vincenzo Verardi

View all articles with these keywords: xtsemipar, semiparametric estimations, panel data, fixed effects

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