MULTICOEFPLOT: Stata module to produce advanced repeated cross-section graphical analysis

multicoefplot runs regressions and generates graphs for repeated cross-section analysis, with extensive options for multiple specifications comparison, and specification and sample robustness-checks. Repeated cross-sections are a useful tool of analysis of panel data. In such context, researchers are often in need of comparing specifications varying the choice of controls, fixed effects or cluster standard errors, or in the framework of instrumental variables, to compare Two Stage Least Squares estimates to OLS or Reduce Forms. Multicoefplot offers an easy way to compare up to three specifications, furthermore: the multitest option allows to compare any number of groups of controls by including one group at the time; the leaveoneouttest option allows to check for estimates robustness by leaving out one control at the time; the tuplestest option checks that results are robust to including any tuples of a set of controls and finally the perturbationtest option checks that results are not driven by specific sub-samples, by singularly dropping all different values of the indicated variable. The perturbationtest includes a Diagnostics Table of the heterogeneity of results across subsamples, e.g. the Minimum Perturbation: the minimum sample drop that changes at least one estimate's significance/sign.