Statistical Software Components

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XSAMPSI: Stata module to calculate sample size for cross-over trials with continuous measures: Jan Brogger
XSMLE: Stata module for spatial panel data models estimation: Federico Belotti, Gordon Hughes and Andrea Piano Mortari
XSVMAT: Stata module to convert a matrix to variables in an output dataset: Roger Newson
XTAB: Stata module to tabulate longitudinal data: Tony Brady
XTABOND2: Stata module to extend xtabond dynamic panel data estimator: David Roodman
XTARSIM: Stata module to perform Monte Carlo analysis for dynamic panel data models: Giovanni Bruno
XTBALANCE: Stata module to transform the dataset into balanced Panel Data: Lian Yujun
XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models: Ignace De Vos, Ilse Ruyssen and Gerdie Everaert
XTCAEC: Stata module to estimate heterogeneous error correction models in cross-sectional dependent panel data: Korbinian Nagel
XTCCE: Stata module to implement the Common Correlated Effects estimator: Timothy Neal
XTCD2: Stata module to test for weak cross sectional dependence: Jan Ditzen
XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence: Markus Eberhardt
XTCENTER: Stata module to disaggregate within and between-person effects by centering variables for mixed and melogit models: Eldin Dzubur
XTCIPS: Stata module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence: Máximo Sangiácomo
XTCSD: Stata module to test for cross-sectional dependence in panel data models: Rafael De Hoyos and Vasilis Sarafidis
XTCSI: Stata module to investigate Residual Cross-Section Independence: Máximo Sangiácomo
XTDCCE2: Stata module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel: Jan Ditzen
XTDOLSHM: Stata module to perform panel data cointegration: Ibrahima Diallo
XTDPDML: Stata module to estimate Dynamic Panel Data Models using Maximum Likelihood: Richard Williams, Paul Allison and Enrique Moral-Benito
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation: Sebastian Kripfganz
XTEUROSTAT: Stata module to import data from Eurostat in panel data structure: Duarte Gonçalves
XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors: Timothy Erickson, Robert Parham and Toni Whited
XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS): Volker Ludwig
XTFISHER: Stata module to compute Fisher type unit root test for panel data: Scott Merryman
XTFIXEDCOEFTVCU: Stata module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units: Ibrahima Diallo
XTFMB: Stata module to execute Fama-MacBeth two-step panel regression: Daniel Hoechle
XTGCAUSE: Stata module to test for Granger non-causality in heterogeneous panels: Luciano Lopez and Sylvain Weber
XTGRAPH: Stata module to produce graphs of cross-sectional time series (xt) data: Paul Seed
XTHRTEST: Stata module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation: Jesse Wursten
XTHYBRID: Stata module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM): Francisco (Paco) Perales and Reinhard Schunck
XTIDT: Stata module to compute Identification Variables in Panel Data: Emad Shehata
XTILE2: Stata module to create a new variable that categorizes exp by its quantiles: Zhiqiang Wang
XTILETEST: Stata module to test equality of percentiles across groups of observations: Christopher Baum
XTINE: Stata module to calculate percentile and quantile for a numeric variable: Christine Cook
XTISTEST: Stata module to perform Portmanteau test for panel serial correlation: Jesse Wursten
XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8): Mark Schaffer
XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models: Mark Schaffer
XTKR: Stata module to implement the Keane and Runkle estimator for dynamic panel data models: Timothy Neal and Michael Keane
XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models: Giovanni Bruno
XTMG: Stata module to estimate panel time series models with heterogeneous slopes: Markus Eberhardt
XTMIS: Stata module to report missing observations for each variable in xt data: Minh Nguyen
XTMIXED_CORR: Stata module to compute model-implied intracluster correlations after xtmixed: Roberto G. Gutierrez
XTMIXEDIOU: Stata module to estimate Linear mixed effects Integrated Ornstein-Uhlenbeck model: Rachael Hughes
XTMOD: Stata module to analyze and display interactions based on time-series data: Daniel Seifert
XTMRHO: Stata module to calculate intra-class correlations after xtmixed: Lars Kroll
XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects: Ibrahima Diallo
XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor: Mark Schaffer and Steven Stillman
XTPATTERN: Stata module to generate code showing pattern of xt data: Nicholas Cox
XTPATTERNVAR: Stata module to generate string variable describing panel patterns: Nicholas Cox
XTPEDRONI: Stata module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation: Timothy Neal