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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
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    More about this item

    Keywords

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

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