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XTREGAM: Stata module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression


  • Emad Abd Elmessih Shehata

    () (Agricultural Economics Research Institute, Egypt)


xtregam estimates Amemiya Random-Effects Panel Data with Ridge and Weighted Regression and calculate Panel Heteroscedasticity, Model Selection Diagnostic Criteria, and Marginal Effects and Elasticities.

Suggested Citation

  • Emad Abd Elmessih Shehata, 2012. "XTREGAM: Stata module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression," Statistical Software Components S457453, Boston College Department of Economics, revised 19 May 2013.
  • Handle: RePEc:boc:bocode:s457453
    Note: This module should be installed from within Stata by typing "ssc install xtregam". Windows users should not attempt to download these files with a web browser.

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