XTOUTLIERS: Stata module providing outlier detection and robust estimation for panel data

Merwan Roudane

Statistical Software Components from Boston College Department of Economics

Abstract: xtvsom implements the Variance Shift Outlier Model (Gumedze 2008; adapted to panel data by Ismadyaliana, Setiawan & Purnomo, MethodsX 13 (2024) 102900). It detects and accommodates outliers by shifting (down-weighting) their variance, and runs as a postestimation companion to xtreg (fixed effects), regress (pooled), and ivregress 2sls / xtivreg (simultaneous equations), as well as standalone.

Language: Stata
Requires: Stata version 14
Keywords: panel data; outliers; robust estimation (search for similar items in EconPapers)
Date: 2026-07-18
Note: This module should be installed from within Stata by typing "ssc install xtoutliers". 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/xtoutliers.ado
http://fmwww.bc.edu/repec/bocode/x/xtoutliers.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtoutliers_methods.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtlossf.ado
http://fmwww.bc.edu/repec/bocode/x/xtlossf.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtlossf_example.do
http://fmwww.bc.edu/repec/bocode/x/xtoutliers.ado
http://fmwww.bc.edu/repec/bocode/x/xtoutliers.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtoutliers_methods.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtrobust.ado
http://fmwww.bc.edu/repec/bocode/x/xtrobust.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtrobust_example.do
http://fmwww.bc.edu/repec/bocode/x/xtvsom.ado
http://fmwww.bc.edu/repec/bocode/x/xtvsom.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtvsom_example.do
http://fmwww.bc.edu/repec/bocode/x/xtvsom_postestimation.sthlp

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