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XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection

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Abstract

xtgets implements Indicator Saturation methods for panel data using automated General-to-Specific (GETS) model selection. The command detects when and where structural breaks occurred in panel fixed-effects models, without requiring the researcher to pre-specify the timing or location of any break. Why use xtgets? Traditional panel estimators (e.g. TWFE, diff-in-diff) require the researcher to specify exactly which units were treated and when. xtgets reverses this logic: it starts from the outcome and discovers treatment timing, magnitude, and assignment by searching over a large set of candidate break indicators and retaining only those that are statistically significant. This is what Pretis and Schwarz (2022) call the reverse causal approach.

Suggested Citation

  • Merwan Roudane, 2026. "XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection," Statistical Software Components S459636, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459636
    Note: This module should be installed from within Stata by typing "ssc install xtgets". 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/xtgets.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtgets.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtgets_mata.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtgets_plot.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtgets_plot.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtgets_example.do
    File Function: sample do-file
    Download Restriction: no
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