HSCC: Stata module to provide Heterogeneous-Slope SCC (HSCC) estimator for panel data

Zehra Yalnız ()
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Zehra Yalnız: Kocaeli University

Statistical Software Components from Boston College Department of Economics

Abstract: HSCC provides a data-driven joint partial-pooling framework between conventional pooled/SCC estimation and fully heterogeneous Mean Group approaches. The method jointly models systematic and residual slope heterogeneity and applies an adaptive penalty to residual slope deviations. For inference, it uses an HC3-adjusted Driscoll–Kraay/SCC covariance estimator. The current version also allows common time fixed effects through the timefe option.

Language: Stata
Requires: Stata version 17
Keywords: panel data; heterogeneous slope; partial pooling (search for similar items in EconPapers)
Date: 2026-09-28
Note: This module should be installed from within Stata by typing "ssc install hscc". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/h/hscc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hscc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hscc_example.do program code (text/plain)

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