XTSPJ: Stata module for split-panel jackknife estimation

Yutao Sun () and Geert Dhaene
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Yutao Sun: School of Economics, Erasmus University Rotterdam

Statistical Software Components from Boston College Department of Economics

Abstract: xtspj provides bias-corrected estimation of panel data models with fixed effects. It implements the split-panel jackknife for fixed-effect versions of linear, probit, logit, Poisson, exponential, gamma, Weibull, and negbin2 regressions. Other models are also accommodated, provided that the user specifies the log-likelihood function (and, possibly but not necessarily, the score function and the Hessian).

Language: Stata
Requires: Stata version 13.1
Keywords: panel data; jackknife estimation; bias correction; fixed effects (search for similar items in EconPapers)
Date: 2019-05-18
Note: This module should be installed from within Stata by typing "ssc install xtspj". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtspj.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtspj.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lxtspj.mlib Mata object library (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458651

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