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Fitting partially linear functional-coefficient panel-data models with Stata
The Stata Journal: Promoting communications on statistics and Stata ( IF 4.8 ) Pub Date : 2020-12-22 , DOI: 10.1177/1536867x20976339
Kerui Du 1 , Yonghui Zhang 2 , Qiankun Zhou 3
Affiliation  

In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah (Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.



中文翻译:

使用Stata拟合部分线性函数系数面板数据模型

在本文中,我们描述了由一种,萧,和Li [2016的部分半参数推定1次以变化系数面板数据模型提出的固定效应线性官能系数面板模型部分嵌合的实施散文阿曼乌拉的荣誉进展(《计量经济学》,第36卷)]和Zhang和Zhou(即将出版,《计量经济学评论》)。引入了三个新命令 xtplfcivxtplfcxtdplfc并通过Monte Carlo仿真进行了说明,以举例说明这些估计器的有效性。

更新日期:2020-12-22
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