Statistical Software Components
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- XTHST: Stata module to test slope homogeneity in large panels

- Jan Ditzen and Tore Bersvendsen
- 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
- XTIMPORTU: Stata module to import monthly, quarterly, half-yearly or yearly time series and panel data as panelvar timevar valuevar from a supported file format to memory or a file

- Ilya Bolotov
- 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
- XTITSA: Stata module for performing interrupted time-series analysis for panel data

- Ariel Linden
- XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models

- Sebastian Kripfganz and Vasilis Sarafidis
- 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
- XTLOGLIN: Stata module to perform robust Lagrange multiplier test of linear and log-linear models against Box-Cox alternatives after regress or xtreg

- David Vincent
- 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
- XTMIPOLATEU: Stata module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones

- Ilya Bolotov
- 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
- XTMORAN: Stata module to calculate Moran's I and Moran's Ii statistics for panel data and displaying a Moran scatterplot

- Chen Zihou, Liu Xiangge and Xu Jiahui
- XTMRHO: Stata module to calculate intra-class correlations after xtmixed

- Lars Kroll
- XTNONDYNTHRESHSFA: Stata module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models

- Ibrahima Diallo
- XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects

- Ibrahima Diallo
- XTNUMFAC: Stata module to estimate the number of factors in panel data

- Jan Ditzen and Simon Reese
- XTOOS: Stata module for evaluating the out-of-sample prediction performance of panel-data models

- Alfonso Ugarte-Ruiz
- 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
- XTPDYN: Stata module to estimate dynamic random effects probit model with unobserved heterogeneity

- Raffaele Grotti and Giorgio Cutuli
- XTPEDRONI: Stata module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation

- Timothy Neal
- XTPMG: Stata module for estimation of nonstationary heterogeneous panels

- Edward Blackburne and Mark Frank
- XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors

- Tim Simcoe
- XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels

- Pedro Albarran, Raquel Carrasco and Jesus Carro
- XTPSSE: Stata module to estimate a conditional fixed-effects Poisson panel regression

- Marinho Bertanha
- XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation

- Jesse Wursten
- XTQREG: Stata module to compute quantile regression with fixed effects

- José António Machado and João Santos Silva
- XTREGAM: Stata module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGBEM: Stata module to estimate Between-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGBN: Stata module to estimate Balestra-Nerlove Random-Effects Panel Data: Ridge and Weighted Regression

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

- Demetris Christodoulou and Vasilis Sarafidis
- XTREGDHP: Stata module to estimate Han-Philips (2010) Linear Dynamic Panel Data Regression

- Emad Shehata
- XTREGFEM: Stata module to estimate Fixed-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGHET: Stata module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression

- Emad Shehata
- XTREGMLE: Stata module to estimate Trevor Breusch MLE Random-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGRE2: Stata module to estimate random effects model with weights

- Scott Merryman
- XTREGREM: Stata module to estimate Fuller-Battese GLS Random-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGSAM: Stata module to estimate Swamy-Arora Random-Effects Panel Data: Ridge and Weighted Regression

- Emad Shehata
- XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects

- Harold Chiang, Bruce Hansen and Yuya Sasaki