My benchmark model is quadratic of the form
Code:
Yct=a+b1Xct+b2X-squaredct+Dc+ect
, where D
ct is a full set of country dummies. My key findings are (1) that there is a non-linear relationship between Y and X (controlling for country fixed effects), and (2) that this relationship differs across two sub-samples. I would like to assess the robustness of (2) to relaxing the assumption of a quadratic relationship visually by plotting fitted values from some less restrictive, non- or semi-parametric regression method against X for both samples.
However, I am struggling to find a suitable command that can deal with the country fixed effects. Does anyone have a suggestion? Unfortunately, my University is still on Stata 14 (hence not sure if the new command "npregress" in Stata 15 would help).
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