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XTREGHET: Stata module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

Programming Language

Stata

Abstract

xtreghet estimates MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression and calculate Panel Heteroscedasticity, Model Selection Diagnostic Criteria, and Marginal Effects and Elasticities.

Suggested Citation

  • Emad Abd Elmessih Shehata, 2012. "XTREGHET: Stata module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression," Statistical Software Components S457463, Boston College Department of Economics, revised 19 May 2013.
  • Handle: RePEc:boc:bocode:s457463
    Note: This module should be installed from within Stata by typing "ssc install xtreghet". 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/xtreghet.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtreghet_lfn.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtreghet_lfh.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtreghet.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtreghet.dlg
    File Function: dialog file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtreghet.dta
    File Function: sample data file
    Download Restriction: no
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