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XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models

Author

Listed:
  • Merwan Roudane

Programming Language

Abstract

xttestpanel is a unified library of modern post-estimation diagnostic tests for linear panel-data regressions. Each subcommand estimates the requested model internally (fixed effects, random effects, two-way, or pooled), extracts the residuals, computes the relevant battery of tests, prints a clean formatted table, and -- with the graph option -- produces a publication-quality diagnostic plot. The all subcommand runs everything and adds a colour-coded decision summary and an optional combined dashboard.

Suggested Citation

  • Merwan Roudane, 2026. "XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models," Statistical Software Components S459751, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459751
    Note: This module should be installed from within Stata by typing "ssc install xttestpanel". 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/xttestpanel_example.do
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_postestimation_example.do
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_csd.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_func.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_hausman.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_het.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_postestimation.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_serial.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel_vif.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xttestpanel.sthlp
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