Statistical Software Components

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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

XTSUM2DOCX: Stata module to report summary statistics of panel data to a formatted table in the DOCX format

Futoshi Narita

XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data

Minh Nguyen

XTSURMG: Stata module implementing Fourier Seemingly Unrelated Regression Mean Group Estimator

Hasraddin Guliyev

XTTEIFECI: Stata module to provide Estimation and Inference of Treatment Effects through a Factor-Based Approach

Guanpeng Yan, Xingyu Li, Yan Shen and Qiankun Zhou

XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model

Christopher Baum

XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity

Christopher Baum

XTTRANS2: Stata module to compute tables of transition probabilities

Nicholas Cox

XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing

Yuya Sasaki and Yi Xin

XTVAR2: Stata module to compute panel vector autoregression

Tobias Cagala and Ulrich Glogowsky

XTVC: Stata module to compute confidence intervals for the variance component of random-intercept linear models

Matteo Bottai and Nicola Orsini

XTWEST: Stata module for testing for cointegration in heterogeneous panels

Damiaan Persyn

XVALOLS: Stata module to crossvalidate an OLS regression

Joel Middleton and John Ternovski

YALESCHEME: Stata module providing a modern Stata scheme for Yale University-branded data visualizations

Aaron Wolf

YATCHEW_TEST: Stata module to perform Yatchew (1997), de Chaisemartin, D'Haultfoeuille & Gurgand (2024) linearity test

Clément de Chaisemartin, Xavier D'Haultfoeuille, Diego Ciccia, Felix Knau and Doulo Sow

YRDIF: Stata module to calculate daily date differences

Allen Buxton

YULELAGS: RATS procedure to compute Information Criteria for AR models using Yule-Walker

Tom Doan

YULEVAR: RATS procedure to estimate a VAR on stationary data using Yule-Walker Equations

Tom Doan

ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break

Christopher Baum

ZB_QRM: Stata module to Recoding multiple responses into binary variables

Eric Zbinden

ZCQ: Stata module to score Zurich Claudication Questionnaire

Johann Blauth and Monica Daigl

ZICEN: Stata module to estimate a finite mixture model of a degenerate distribution with mass at zero and one or two censored (Tobit) normals

Marcelo Coca Perraillon

ZINB: Stata module to estimate zero inflated negative binomial model on count data

Jesper Sorensen

ZIP: Stata module to estimate zero inflated Poisson model on count data

Jesper Sorensen

ZIPFFIT: Stata module to fit the Zipf distribution or the Zipf-Mandelbrot distribution by maximum likelihood

Alexander Koplenig

ZIPPKG: Stata module to create ZIP archives of community-contributed content for offline distribution

Daniel Bela

ZIPSAVE: Stata module to save and use datasets compressed by zip

Henrik Stovring

ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test

Tom Doan

ZMAP: Stata module for binned scatter maps

Nicholas Cox

ZOIB: Stata module to fit a zero-one inflated beta distribution by maximum likelihood

Maarten Buis

ZSCORE06: Stata module to calculate anthropometric z-scores using the 2006 WHO child growth standards

Jef Leroy

ZTG: Stata module to estimate zero-truncated geometric regression

Joseph Hilbe

ZTNBP: Stata module to estimate zero-truncated NegBin-P regression

Helmut Farbmacher

ZTPFLEX: Stata module to estimate zero-truncated Poisson mixture regression

Helmut Farbmacher

ZTREE2STATA: Stata module to import data created by z-Tree

Kan Takeuchi