Statistical Software Components

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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
XTREGWEM: Stata module to estimate Within-Effects Panel Data: Ridge and Weighted Regression: Emad Shehata
XTREGWHM: Stata module to estimate Wallace-Hussain Random-Effects Panel Data: Ridge and Weighted Regression: Emad Shehata
XTREVU: Stata module to reverse the order of values of time series and panel data variables: Ilya Bolotov
XTROBREG: Stata module providing pairwise-differences and first-differences robust regression estimators: Ben Jann and Vincenzo Verardi
XTSCC: Stata module to calculate robust standard errors for panels with cross-sectional dependence: Daniel Hoechle
XTSEL: Stata module for selection of variables and specification in a panel-data framework: Alfonso Ugarte-Ruiz
XTSEMIPAR: Stata module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li: François Libois and Vincenzo Verardi
XTSEQREG: Stata module to perform sequential estimation of linear panel data models: Sebastian Kripfganz
XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data: Koen Jochmans and Vincenzo Verardi
XTSFKK: Stata module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu: Mustafa Karakaplan
XTSPJ: Stata module for split-panel jackknife estimation: Yutao Sun and Geert Dhaene
XTSS: Stata module to estimate (S,s) rule regression models for panel data: David Vincent
XTSTFETCHCOVID19: Stata module to Download COVID-19 Datasets from the COVID-19 Data Hub: Ibrahima Diallo
XTSTGATHERCOVID19: Stata module to Download COVID-19 Data from Our World in Data: Ibrahima Diallo