XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects

Demetris Christodoulou and Vasilis Sarafidis

Statistical Software Components from Boston College Department of Economics

Abstract: xtregcluster operationalises the Sarafidis and Weber (Ox.Bull.Ec.Stat.,2015) estimator for classifying individuals into clusters with homogeneous slope parameters and the intra-cluster heterogeneity being attributed to unobserved fixed effects. The method is available for linear short panel data and is useful for exploring data in the absence of knowledge about parameter structures. It is also useful for confirming parameter homogeneity and examining the validity of normatively imposed classifications.

Language: Stata
Requires: Stata version
Keywords: panel data; fixed effects; Sarafidis; Weber (search for similar items in EconPapers)
Date: 2016-11-22
Note: This module should be installed from within Stata by typing "ssc install xtregcluster". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtregcluster.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregcluster.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458274

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().