Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command

IF 3.2 2区 数学 Q1 SOCIAL SCIENCES, MATHEMATICAL METHODS Stata Journal Pub Date : 2023-03-01 DOI:10.1177/1536867X231162035
Jia Li, Z. Liao, Wenyu Zhou
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Abstract

In this article, we introduce a command, xtnpsreg, that implements a uniform nonparametric inference procedure for possibly unbalanced panel datasets with general forms of spatiotemporal dependence. We demonstrate how to apply this command via several examples, including 1) the nonparametric estimation of the conditional mean function and its marginal response, 2) the construction of uniform confidence bands for these nonparametric functional parameters, 3) specification tests for parametric model restrictions, and 4) the estimation and uniform inference for functional coefficients in semi-nonparametric models.
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空间相关面板数据的统一非参数推理:xtnpsreg命令
在本文中,我们介绍了一个命令xtnpsreg,它对具有一般时空依赖形式的可能不平衡的面板数据集实现了统一的非参数推理过程。我们通过几个例子来演示如何应用这个命令,包括1)条件平均函数及其边际响应的非参数估计,2)这些非参数功能参数的一致置信带的构造,3)参数模型限制的规范检验,以及4)半非参数模型中功能系数的估计和一致推断。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Stata Journal
Stata Journal 数学-统计学与概率论
CiteScore
7.80
自引率
4.20%
发文量
44
审稿时长
>12 weeks
期刊介绍: The Stata Journal is a quarterly publication containing articles about statistics, data analysis, teaching methods, and effective use of Stata''s language. The Stata Journal publishes reviewed papers together with shorter notes and comments, regular columns, book reviews, and other material of interest to researchers applying statistics in a variety of disciplines.
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