XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection

Merwan Roudane ()
Authors registered in the RePEc Author Service: Alyssa Carlson

Statistical Software Components from Boston College Department of Economics

Abstract: xtgets implements Indicator Saturation methods for panel data using automated General-to-Specific (GETS) model selection. The command detects when and where structural breaks occurred in panel fixed-effects models, without requiring the researcher to pre-specify the timing or location of any break. Why use xtgets? Traditional panel estimators (e.g. TWFE, diff-in-diff) require the researcher to specify exactly which units were treated and when. xtgets reverses this logic: it starts from the outcome and discovers treatment timing, magnitude, and assignment by searching over a large set of candidate break indicators and retaining only those that are statistically significant. This is what Pretis and Schwarz (2022) call the reverse causal approach.

Language: Stata
Requires: Stata version 15.1
Keywords: panel data; structural breaks; GETS; general-to-specific (search for similar items in EconPapers)
Date: 2026-03-14
Note: This module should be installed from within Stata by typing "ssc install xtgets". 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/xtgets.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgets.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgets_mata.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgets_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgets_plot.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgets_example.do sample do-file (text/plain)

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:s459636

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 ().