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XTASYM: Stata module to analyze directional asymmetry with panel data: partial sums, diagnostics and graphics

Author

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  • Merwan Roudane

Programming Language

Abstract

xtasym builds, describes and draws the positive and negative partial sums used to test directional asymmetry with panel data: whether an increase in a regressor has an effect equal and opposite to a decrease. It implements the partial-sum decomposition of Shin, Yu and Greenwood-Nimmo (2014) as used by Thombs, Huang and Fitzgerald (2022, Sociological Methodology 52:1-29), and the cumulated components of Allison (2019, Socius 5:1-12), selectable with a convention() option, since the two differ in the sign of the negative arm and therefore in the symmetry restriction to be tested. Beyond construction, the command reports the diagnostics needed to choose an estimator for those series: a directional frequency table, the within and between dispersion of each partial sum, the Pesaran (2015) CD test for cross-sectional dependence (computed internally, so no other package is needed), and the Pesaran (2007) CIPS panel unit-root test. It also produces three publication-quality figures in a choice of four colour ramps, including a colour-blind-safe one.

Suggested Citation

  • Merwan Roudane, 2026. "XTASYM: Stata module to analyze directional asymmetry with panel data: partial sums, diagnostics and graphics," Statistical Software Components S459858, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459858
    Note: This module should be installed from within Stata by typing "ssc install xtasym". 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/xtasym.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtasym.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtasym_methods.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtasym_example.do
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