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XTFIFEVD: Stata module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects

Author

Listed:
  • Merwan Roudane

Programming Language

Abstract

xtfifevd estimates the coefficients of time-invariant and rarely changing variables in static panel data models with unit fixed effects. Standard fixed-effects (FE) estimation removes all time-invariant regressors via the within transformation, making their coefficients unidentifiable.

Suggested Citation

  • Merwan Roudane, 2026. "XTFIFEVD: Stata module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects," Statistical Software Components S459616, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459616
    Note: This module should be installed from within Stata by typing "ssc install xtfifevd". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfifevd.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfifevd.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfifevd_graph.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfifevd_graph.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtfifevd_example.do
    File Function: sample do-file
    Download Restriction: no
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