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XTUTEST: Stata module to test for an inverse U-shaped (or U-shaped) relationship and estimate its turning point in heterogeneous panels with cross-sectional dependence

Author

Listed:
  • Yusuf Toyin Yusuf

    (Kwara State University)

Programming Language

Abstract

For each unit i, xtutest estimates y_it = a_i + b1_i x_it + b2_ix_it^2 + c_i' w_it + d_i' zbar_t + e_it, where w are the controls and zbar_t are the cross-section averages of (y, x, x^2, w), which absorb unobserved common factors (common correlated effects; Pesaran 2006). The mean-group estimate is the average of the unit coefficients, and its variance is estimated from their dispersion (Pesaran and Smith 1995). Slopes may differ freely across units.

Suggested Citation

  • Yusuf Toyin Yusuf, 2026. "XTUTEST: Stata module to test for an inverse U-shaped (or U-shaped) relationship and estimate its turning point in heterogeneous panels with cross-sectional dependence," Statistical Software Components S459942, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459942
    Note: This module should be installed from within Stata by typing "ssc install xtutest". 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/xtutest.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtutest.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_xtutest_display.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_xtutest_load.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_xtutest_mata.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_xtutest_pooled.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtutest_apec.dta
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtutest_example.do
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtutest_graph.ado
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