XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS)

Volker Ludwig

Statistical Software Components from Boston College Department of Economics

Abstract: The module provides Stata command xtfeis to estimate linear Fixed-Effects models with Individual-specific Slopes (FEIS). It also provides commands to compute two versions of the Hausman test that can be used to test for heterogeneous slopes by comparing FEIS estimates to standard Fixed-Effects or Random-Effects estimates. xtart computes the Artificial Regression Test (ART) version of the Hausman test. xtbsht computes the Bootstrapped Hausman Test (BSHT), using pairwise clustered sampling.

Language: Stata
Requires: Stata version 12
Keywords: fixed effects; xt; panel data (search for similar items in EconPapers)
Date: 2015-07-17, Revised 2019-04-21
Note: This module should be installed from within Stata by typing "ssc install xtfeis". 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/xtfeis.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtfeis.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtart.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtart.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtbsht.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtbsht.sthlp help file (text/plain)

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