XTIE2: Stata module to provide Fixed-effects panel interactions, conditional effects, and Johnson–Neyman regions

Zehra Yalnız () and Figen Büyükakın
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Zehra Yalnız: Kocaeli University, Türkiye
Figen Büyükakın: Kocaeli University, Türkiye

Statistical Software Components from Boston College Department of Economics

Abstract: xtie2 fits xtreg, fe with all pairwise interactions among the explanatory variables. By default the first two explanatory variables are the focal pair. pair() selects any two explanatory variables and internally places them first; the fitted model is unchanged by this ordering. All explanatory variables are treated as continuous. For the focal conditional effects, the remaining explanatory variables enter through their interactions with the focal variables and are held at their estimation-sample means. Declare the panel with xtset first. This command does not estimate Hansen-type panel thresholds. For a model with x1, x2 and additional variables zk, the effect of x1 at x2=v, holding each zk at its estimation-sample mean, is b1 + b12*v + sum_k b1k*mean(zk). The effect of x2 is analogous. Standard errors use the full covariance matrix of these coefficients. No causal interpretation is implied by the command.

Language: Stata
Requires: Stata version 17
Keywords: panel data; interactions; marginal effects (search for similar items in EconPapers)
Date: 2026-09-24, Revised 2026-09-29
Note: This module should be installed from within Stata by typing "ssc install xtie2". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtie2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtie2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtie2_example.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtie2_validation.do program code (text/plain)

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