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

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: xtregbem estimates Between-Effects Panel Data with Ridge and Weighted Regression and calculate Panel Heteroscedasticity, Model Selection Diagnostic Criteria, and Marginal Effects and Elasticities.

Language: Stata
Requires: Stata version 11.0
Keywords: Between-Effects Panel Data; Cross Sections-Time Series; Heteroscedasticity Tests; Ridge Regression; Weighted Regression; Marginal Effects and Elasticities (search for similar items in EconPapers)
Date: 2012-05-15, Revised 2013-05-19
Note: This module should be installed from within Stata by typing "ssc install xtregbem". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtregbem.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregbem.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregbem.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregbem.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457454

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