1 Star 0 Fork 0

kerrydu / xtplfc_Stata

Create your Gitee Account
Explore and code with more than 6 million developers,Free private repositories !:)
Sign up
This repository doesn't specify license. Without author's permission, this code is only for learning and cannot be used for other purposes.
Clone or download
README.md 2.27 KB
Copy Edit Web IDE Raw Blame History
kerrydu authored 2020-06-23 10:44 . reference updated

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

Comment ( 0 )

Sign in for post a comment

1
https://gitee.com/kerrydu/xtplfc_Stata.git
git@gitee.com:kerrydu/xtplfc_Stata.git
kerrydu
xtplfc_Stata
xtplfc_Stata
master

Search