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

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: xtregrem estimates Fuller-Battese GLS Random-Effects Panel Data: 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: Fuller-Battese GLS Random-Effects Panel Data; Ridge and Weighted Regression; 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 xtregrem". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtregrem.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregrem.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregrem.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtregrem.dta sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457459

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().