Statistical Software Components

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XFRAMEAPPEND: Stata module to append data frames to the end of the current data frame: Roger Newson
XGLM: Stata module to extend glm: Roger Newson
XGROUP: Stata module to create a grouping variable with key values in an output dataset: Roger Newson
XICOR: Stata module to estimate Chatterjee's rank correlation: Daniel Klein
XLINCOM: Stata module to estimate multiple linear combinations of parameters: Wouter Wakker
XLINK: Stata module to provide extra link functions for use with glm: Roger Newson
XLS2DTA: Stata module to save Excel files as Stata datasets: Daniel Klein
XLS2STATA: Stata module to provide Stata Dialog Box to Import Excel Files into Stata: Emad Shehata
XMISS: Stata module to perform cross-tabulation of missing data: Phil Clayton
XML_TAB: Stata module to save results in Excel XML format: Michael Lokshin and Zurab Sajaia
XPREDICT: Stata module to extend predict command: Patrick Royston
XREWIDE: Stata module to extend reshape wide command: Roger Newson
XRIGLS: Stata module to calculate reference intervals via generalised least squares: Patrick Royston and Eileen Wright
XRIML: Stata module for estimation of reference intervals ('normal ranges') by maximum likelihood: Patrick Royston
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
XT2TREATMENTS: Stata module to estimate event studies with two treatments: Miklós Koren
XTAB: Stata module to tabulate longitudinal data: Tony Brady
XTABLE: Stata module for exporting table output to Excel: Weverthon Machado
XTABOND2: Stata module to extend xtabond dynamic panel data estimator: David Roodman
XTARIMAU: Stata module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto: Ilya Bolotov
XTARSIM: Stata module to perform Monte Carlo analysis for dynamic panel data models: Giovanni Bruno
XTAVPLOT: Stata module to produce added-variable plots for panel data estimation: John Luke Gallup
XTBALANCE2: Stata module to create a balanced subsample from unbalanced panel data: Jan Ditzen
XTBALANCE: Stata module to transform the dataset into balanced Panel Data: Yujun Lian
XTBALFRONT: Stata module to trade-off frontier diagnostics and balanced-subsample selection for unbalanced panel data: Noman Arshed
XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models: Ignace De Vos, Ilse Ruyssen and Gerdie Everaert
XTBCHPANEL: Stata module implementing Bias-corrected mean-group long-run estimators for dynamic heterogeneous panels (ARDL), with an optional climate-deviation mode: Merwan Roudane
XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors: Merwan Roudane
XTBETARK: Stata module for computing beta regression with AR(k) errors for proportion/rate outcomes, by joint conditional maximum likelihood, with panel-corrected standard errors: Ariel Linden
XTBFKBREAK: Stata module to estimate common structural breaks in heterogeneous panels with correlated common effects and (optionally) endogenous regressors: Merwan Roudane
XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels: Merwan Roudane
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data: Jan Ditzen, Yiannis Karavias and Joakim Westerlund
XTBREAKCOINT: Stata module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics): Merwan Roudane
XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models: Merwan Roudane
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks: Pengyu Chen and Yiannis Karavias
XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence: Merwan Roudane
XTCAEC: Stata module to estimate heterogeneous error correction models in cross-sectional dependent panel data: Korbinian Nagel
XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models: Merwan Roudane
XTCCE: Stata module to implement the Common Correlated Effects estimator: Timothy Neal
XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017): Merwan Roudane
XTCD2: Stata module to test for weak cross sectional dependence: Jan Ditzen
XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence: Markus Eberhardt
XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context: Jesse Wursten
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
XTCOINTREG: Stata module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods: Ravshanbek Khodzhimatov
XTCOMBREAK: Stata module to estimate the common break date with a confidence interval (Bai 2010) and test whether the break really is common across units (Jiang and Kurozumi 2026): Merwan Roudane
XTCSB: Stata module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013): Merwan Roudane