IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458045.html
 

XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS)

Author

Listed:
  • Volker Ludwig

    (University of Munich)

Programming Language

Stata

Abstract

The module provides Stata command xtfeis to estimate linear Fixed-Effects models with Individual-specific Slopes (FEIS). It also provides commands to compute two versions of the Hausman test that can be used to test for heterogeneous slopes by comparing FEIS estimates to standard Fixed-Effects or Random-Effects estimates. xtart computes the Artificial Regression Test (ART) version of the Hausman test. xtbsht computes the Bootstrapped Hausman Test (BSHT), using pairwise clustered sampling.

Suggested Citation

  • Volker Ludwig, 2015. "XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS)," Statistical Software Components S458045, Boston College Department of Economics, revised 21 Apr 2019.
    • Handle: RePEc:boc:bocode:s458045
    Note: This module should be installed from within Stata by typing "ssc install xtfeis". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfeis.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfeis.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtart.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtart.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtbsht.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtbsht.sthlp
    File Function: help file
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    fixed effects; xt; panel data; Stata;
    All these keywords.

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458045. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.