XTROBREG: Stata module providing pairwise-differences and first-differences robust regression estimators

Ben Jann and Vincenzo Verardi

Statistical Software Components from Boston College Department of Economics

Abstract: xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.

Language: Stata
Requires: Stata version 11 and robreg, moremata from SSC (q.v.)
Keywords: robust regression; panel data; fixed effects; pairwise differences; first differences (search for similar items in EconPapers)
Date: 2021-04-20, Revised 2021-04-23
Note: This module should be installed from within Stata by typing "ssc install xtrobreg". 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/xtrobreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtrobreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtrobreg.zip zip archive (application/zip)

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:s458937

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 ().