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Using information from singletons in fixed-effects estimation: xtfesing

Author

Listed:
  • Laura Magazzini

    (Sant’Anna School of Advanced Studies)

  • Randolph Luca Bruno

    (University College London)

  • Marco Stampini

    (Inter-American Development Bank)

Abstract

In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).

Suggested Citation

  • Laura Magazzini & Randolph Luca Bruno & Marco Stampini, 2020. "Using information from singletons in fixed-effects estimation: xtfesing," Stata Journal, StataCorp LP, vol. 20(4), pages 965-975, December.
    • Handle: RePEc:tsj:stataj:v:20:y:2020:i:4:p:965-975
    DOI: 10.1177/1536867X20976326
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