A penalized spline estimator for fixed effects panel data models

DOI10.1007/s10182-017-0296-1zbMath1421.62082OpenAlexW3121583890MaRDI QIDQ2316728

Thomas Kneib, Peter Putz

Publication date: 6 August 2019

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.diw.de/documents/publikationen/73/diw_01.c.529764.de/diw_sp0827.pdf

zbMATH Keywords

panel datapenalized splinessimultaneous confidence bandsGerman Socio-Economic Panellife satisfactionfirst-difference estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical computation using splines (65D07) Applications of statistics to social sciences (62P25) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

Related Items

Robust estimation of panel data regression models and applications, pamfe

Uses Software

• R
• AdaptFitOS
• SemiPar
• gamair
• ConfBands

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric estimation and testing of fixed effects panel data models
• Empirical likelihood inference for partially linear panel data models with fixed effects
• Estimating semiparametric panel data models by marginal integration
• Bootstrap confidence bands for regression curves and their derivatives
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Simultaneous confidence bands for linear regression and smoothing
• Estimation of panel data models with binary indicators when treatment effects are not constant over time
• Profile likelihood estimation of partially linear panel data models with fixed effects
• On the asymptotics of penalized spline smoothing
• Simultaneous confidence band for nonparametric fixed effects panel data models
• Some Asymptotic Results on Generalized Penalized Spline Smoothing
• Asymptotic properties of penalized spline estimators
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• A Note on Penalized Spline Smoothing With Correlated Errors
• Simultaneous bootstrap confidence bands in nonparametric regression
• Confidence Bands in Nonparametric Regression
• Semiparametric Regression
• Mixed-Effects Models in S and S-PLUS
• Regression
• Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition
• Asymptotics for Penalized Additive <i>B</i>-spline Regression
• Simultaneous Confidence Bands for Penalized Spline Estimators
• Asymptotics for penalised splines in generalised additive models
• BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
• A practical guide to splines.