p xauto module to input an extended version of the auto data p xb2pi module to transform the logit scores into probabilities p xbalance module to compute standardized differences for stratified comparisons via R p xbrcspline module to tabulate differences in predicted responses after restricted cubic spline models p xcollapse module to make data set of summary statistics on disk or in memory p xcontract module to make a data set of frequencies and percents on disk or in memory p xcorplot module to calculate and graph cross-correlation function p xdatelist module to create ascending numeric lists of dates p xdir module to create a resultsset with one observation per file in a directory p xfrac module to produce tabulation using categories defined by fractions of a cut-off value p xframeappend module to append data frames to the end of the current data frame p xglm module to extend glm p xgroup module to create a grouping variable with key values in an output dataset p xlincom module to estimate multiple linear combinations of parameters p xlink module to provide extra link functions for use with glm p xls2dta module to save Excel files as Stata datasets p xls2stata module to provide Stata Dialog Box to Import Excel Files into Stata p xmiss module to perform cross-tabulation of missing data p xml_tab module to save results in Excel XML format p xpredict module to extend predict command p xrewide module to extend reshape wide command p xrigls module to calculate reference intervals via generalised least squares p xriml module for estimation of reference intervals ('normal ranges') by maximum likelihood p xsampsi module to calculate sample size for cross-over trials with continuous measures p xsmle module for spatial panel data models estimation p xsvmat module to convert a matrix to variables in an output dataset p xtab module to tabulate longitudinal data p xtable module for exporting table output to Excel p xtabond2 module to extend xtabond dynamic panel data estimator p xtarimau module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto p xtarsim module to perform Monte Carlo analysis for dynamic panel data models p xtavplot module to produce added-variable plots for panel data estimation p xtbalance module to transform the dataset into balanced Panel Data p xtbalance2 module to create a balanced subsample from unbalanced panel data p xtbcfe module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models p xtbreak module for detecting and dating multiple structural breaks in time series and panel data p xtbunitroot module to perform unit root tests for panel data with structural breaks p xtcaec module to estimate heterogeneous error correction models in cross-sectional dependent panel data p xtcbfe module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models p xtcce module to implement the Common Correlated Effects estimator p xtcd module to investigate Variable/Residual Cross-Section Dependence p xtcd2 module to test for weak cross sectional dependence p xtcdf module to perform Pesaran's CD-test for cross-sectional dependence in panel context p xtcenter module to disaggregate within and between-person effects by centering variables for mixed and melogit models p xtcips module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence p xtcointreg module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods p xtcsd module to test for cross-sectional dependence in panel data models p xtcse2 module to estimate the exponent of cross-sectional dependence in large panels p xtcsi module to investigate Residual Cross-Section Independence p xtdcce module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel p xtdcce2 module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel p xtdolshm module to perform panel data cointegration p xtdpdbc module to perform bias-corrected estimation of linear dynamic panel data models p xtdpdgmm module to perform generalized method of moments estimation of linear dynamic panel data models p xtdpdml module to estimate Dynamic Panel Data Models using Maximum Likelihood p xtdpdqml module to perform quasi-maximum likelihood linear dynamic panel data estimation p xtendothresdpd module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors p xteurostat module to import data from Eurostat in panel data structure p xtevent module to estimate and visualize linear panel event-study models p xtewreg module to estimate errors-in-variable model with mismeasured regressors p xtfeis module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS) p xtfisher module to compute Fisher type unit root test for panel data p xtfixedcoeftvcu module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units p xtfmb module to execute Fama-MacBeth two-step panel regression p xtgcause module to test for Granger non-causality in heterogeneous panels p xtgeebcv module to compute bias-corrected (small-sample) standard errors for generalized estimating equations p xtglsr module to calculate robust, or cluster-robust variance after xtgls p xtgrangert module for improved Granger non-causality testing in heterogeneous and homogeneous panel data p xtgraph module to produce graphs of cross-sectional time series (xt) data p xtheckmanfe module to fit panel data models in the presence of endogeneity and selection p xthrtest module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation p xthst module to test slope homogeneity in large panels p xthybrid module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM) p xtidt module to compute Identification Variables in Panel Data p xtile2 module to create a new variable that categorizes exp by its quantiles p xtiletest module to test equality of percentiles across groups of observations p xtimportu module to import monthly, quarterly, half-yearly or yearly time series and panel data as panelvar timevar valuevar from a supported file format to memory or a file p xtine module to calculate percentile and quantile for a numeric variable p xtistest module to perform Portmanteau test for panel serial correlation p xtitsa module for performing interrupted time-series analysis for panel data p xtivdfreg module to perform defactored instrumental variables estimation of large panel data models p xtivreg2 module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models p xtivreg28 module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8) p xtkr module to implement the Keane and Runkle estimator for dynamic panel data models p xtloglin module to perform robust Lagrange multiplier test of linear and log-linear models against Box-Cox alternatives after regress or xtreg p xtlsdvc module to estimate bias corrected LSDV dynamic panel data models p xtmg module to estimate panel time series models with heterogeneous slopes p xtmipolateu module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones p xtmis module to report missing observations for each variable in xt data p xtmissingfill module to balance panel datasets and fill in missing values p xtmixed_corr module to compute model-implied intracluster correlations after xtmixed p xtmixediou module to estimate Linear mixed effects Integrated Ornstein-Uhlenbeck model p xtmod module to analyze and display interactions based on time-series data p xtmoran module to calculate Moran's I and Moran's Ii statistics for panel data and displaying a Moran scatterplot p xtmrho module to calculate intra-class correlations after xtmixed p xtnptimevar module to estimate non-parametric time-varying coefficients panel data models with fixed effects p xtnumfac module to estimate the number of factors in panel data p xtoos module for evaluating the out-of-sample prediction performance of panel-data models p xtoverid module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor p xtpattern module to generate code showing pattern of xt data p xtpatternvar module to generate string variable describing panel patterns p xtpdyn module to estimate dynamic random effects probit model with unobserved heterogeneity p xtpedroni module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation p xtpmg module for estimation of nonstationary heterogeneous panels p xtpqml module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors p xtprobitunbal module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels p xtpsse module to estimate a conditional fixed-effects Poisson panel regression p xtqptest module to perform Born & Breitung Bias-corrected LM-based test for serial correlation p xtqreg module to compute quantile regression with fixed effects p xtregam module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression p xtregbem module to estimate Between-Effects Panel Data: Ridge and Weighted Regression p xtregbn module to estimate Balestra-Nerlove Random-Effects Panel Data: Ridge and Weighted Regression p xtregcluster module to estimate partially heterogeneous linear panel data with fixed effects p xtregdhp module to estimate Han-Philips (2010) Linear Dynamic Panel Data Regression p xtregfem module to estimate Fixed-Effects Panel Data: Ridge and Weighted Regression p xtreghet module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression p xtregmle module to estimate Trevor Breusch MLE Random-Effects Panel Data: Ridge and Weighted Regression p xtregre2 module to estimate random effects model with weights p xtregrem module to estimate Fuller-Battese GLS Random-Effects Panel Data: Ridge and Weighted Regression p xtregsam module to estimate Swamy-Arora Random-Effects Panel Data: Ridge and Weighted Regression p xtregtwo module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects p xtregwem module to estimate Within-Effects Panel Data: Ridge and Weighted Regression p xtregwhm module to estimate Wallace-Hussain Random-Effects Panel Data: Ridge and Weighted Regression p xtrevu module to reverse the order of values of time series and panel data variables p xtrobreg module providing pairwise-differences and first-differences robust regression estimators p xtscc module to calculate robust standard errors for panels with cross-sectional dependence p xtsel module for selection of variables and specification in a panel-data framework p xtsemipar module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li p xtseqreg module to perform sequential estimation of linear panel data models p xtserialpm module to perform a portmanteau test for serial correlation in panel data p xtsfkk module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu p xtspj module for split-panel jackknife estimation p xtss module to estimate (S,s) rule regression models for panel data p xtstfetchcovid19 module to Download COVID-19 Datasets from the COVID-19 Data Hub p xtsum2docx module to report summary statistics of panel data to a formatted table in the DOCX format p xtsur module to estimate seemingly unrelated regression model on unbalanced panel data p xtteifeci module to provide Estimation and Inference of Treatment Effects through a Factor-Based Approach p xttest2 module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model p xttest3 module to compute Modified Wald statistic for groupwise heteroskedasticity p xttrans2 module to compute tables of transition probabilities p xtusreg module to estimate dynamic panel models under irregular time spacing p xtvar module to compute panel vector autoregression p xtvc module to compute confidence intervals for the variance component of random-intercept linear models p xtwest module for testing for cointegration in heterogeneous panels p xvalols module to crossvalidate an OLS regression