{smcl} {* *! version 1.2.2 09nov2026}{...} {title:Title} {p2colset 5 14 16 2}{...} {p2col:{bf:idxnl} {hline 2}}Nonlinear and interactive modelling with index covariates{p_end} {p2colreset}{...} {title:Commands} {p2colset 5 20 22 2}{...} {p2col:{helpb idxdescribe}}characterize scale, support, bounds, within variation, and reliability{p_end} {p2col:{helpb idxspec}}compare linear, quadratic, cubic, spline, and kink specifications and evaluate turning-point claims on the supported interval; options for common correlated effects, two-way clustered and Driscoll-Kraay errors, instrumental variables, SIMEX measurement-error correction, and percentile-rank (ordinal) analysis{p_end} {p2col:{helpb idxtp}}turning-point inference (delta and Fieller) and support-restricted U-shape test after any estimation{p_end} {p2col:{helpb idxint}}support-aware and curvature-robust analysis of interactions between indices{p_end} {p2colreset}{...} {title:Workflow} {pstd} 1. Characterize each index ({cmd:idxdescribe}): scale, sign and arbitrary origin, bounds and mass points, within-unit variation, and reliability.{p_end} {pstd} 2. Restrict attention to specifications whose implications do not depend on arbitrary features of the index coding (affine-invariant bases for interval-scale indices; rank-based statements for ordinal indices).{p_end} {pstd} 3. Compare specifications ({cmd:idxspec}) and accept a turning point only when the support-restricted U-test, the Fieller interval, and the two-lines check agree.{p_end} {pstd} 4. For interactions ({cmd:idxint}), check robustness to own curvature, test the linearity of the interaction, and report conditional effects only where the moderator is supported.{p_end} {title:Installation} {phang2}{cmd:. net install idxnl, from(}{it:path}{cmd:)}{p_end} {phang2}{cmd:. net get idxnl, from(}{it:path}{cmd:)}{space 4}(ancillary example data and do-files){p_end} {title:Authors} {pstd}Yusuf Toyin Yusuf, Department of Economics and Development Studies, Kwara State University, Malete, Nigeria; ytoyinyusuf@gmail.com{p_end} {pstd}Francis Baidoo, Faculty of Business and Management Studies, Koforidua Technical University, Koforidua, Ghana{p_end}