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XTROBREG: Stata module providing pairwise-differences and first-differences robust regression estimators

Author

Listed:
  • Ben Jann

    (University of Bern)

  • Vincenzo Verardi

    (University of Namur)

Programming Language

Stata

Abstract

xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.

Suggested Citation

  • Ben Jann & Vincenzo Verardi, 2021. "XTROBREG: Stata module providing pairwise-differences and first-differences robust regression estimators," Statistical Software Components S458937, Boston College Department of Economics, revised 23 Apr 2021.
    • Handle: RePEc:boc:bocode:s458937
    Note: This module should be installed from within Stata by typing "ssc install xtrobreg". 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/xtrobreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtrobreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtrobreg.zip
    File Function: zip archive
    Download Restriction: no
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