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XTIE2: Stata module to provide Interactive Panel Data Estimation with automatic pairwise interactions

Author

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  • Zehra Yalnız

    (Kocaeli University, Türkiye)

Programming Language

Abstract

xtie2 estimates a fixed-effects panel model including all pairwise interactions among the explanatory variables. The first variable is treated as the dependent variable. The first two explanatory variables define the primary interaction used for marginal-effect analysis. The command reports the interaction coefficient, its standard error, t statistic and p value. It also calculates marginal effects and marginal-effect zero-crossing critical values.

Suggested Citation

  • Zehra Yalnız, 2026. "XTIE2: Stata module to provide Interactive Panel Data Estimation with automatic pairwise interactions," Statistical Software Components S459900, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459900
    Note: This module should be installed from within Stata by typing "ssc install xtie2". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtie2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtie2.sthlp
    File Function: help file
    Download Restriction: no
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