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kerrydu / xtplfc_Stata

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README.md

xtplfc_Stata

Stata module for estimating partially linear functional-coefficient panel data models

  • xtplfc.ado estimates partially linear functional-coefficient static panel data models.
  • ivxtplfc.ado estimates partially linear functional-coefficient static panel data models with endogeneous variables.
  • xtdplfc.ado estimates partially linear functional-coefficient dynamic panel data models.

Install within Stata

  • Method 1: net install
net install xtplfc, from("https://raw.githubusercontent.com/kerrydu/xtplfc_Stata/master/")
  • Method 2: github install
net install github, from("https://haghish.github.io/github/") 
github install kerrydu/xtplfc_Stata

Requirement

  • Stata version 14 or later
  • Depends on the moremata and bspline packages
  • Only be used if data are declared to be panel data through the xtset or tsset command

Citation

If you use this module, please cite the following papers:

@TechReport {xtplfc2020,
  Author = {Du, K., and Zhang, Y. and Zhou, Q.},
  Title = {Estimating partially linear functional-coefficient panel data models with Stata},
  Note = {Econometric Review, forthcoming},
  Year = {2020},
}

Du, K., Zhang, Y. and Zhou, Q. 2020. Estimating partially linear functional-coefficient panel data models with Stata. Stata Journal forthcoming. https://github.com/kerrydu/xtplfc_Stata/blob/master/manuscript.pdf

@TechReport {zhang2020,
  Author = {Zhang, Y., and Q. Zhou.},
  Title = {Partially linear functional-coefficient panel data models: Sieve Estimation and Specification testing},
  Note = {Econometric Review,forthcoming},
  Year = {2020},
}

Zhang, Y., and Q. Zhou. 2020. Partially linear functional-coefficient panel data models: Sieve Estimation and Specification testing. Econometric Review, forthcoming.

Things to be aware of:

  • Sometimes lxtplfc.mlib might not be indexed automatically. Consequently, the program would abort with error information that mata function could not be found. In this case, please prompt mata mata mlib index in the Stata and re-run the command.
  • If you find any issues during using this module, please report issues on Github, or email to Kerry Du

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