breaks(#) specifies the number of unknown breaks under the alternative
or the number of break points to be estimated.
For hypothesis 2, breaks() can take two values,
for example breaks(4 6) test for no breaks against 4-6 breaks.
If only one value specified, then the lower limit is set to 1.

breakconstant break in constant.
Default is no breaks in deterministics.

breakfixedeffects break in fixed effects.
Default is no breaks in fixed effects.

noconstant suppresses constant in time series or pooled constant in panel model

nofixedeffects suppresses individual fixed effects (panel data only).

nobreakvariables(varlist1) defines variables with no structural break(s).
varlist1 can contain time series operators.

vce(type) covariance matrix estimator, allowed: ssr, hac, hc and np.
For more see, covariance estimators.

trimming(real) minimal segment length in percent.
The minimal segment length is the minimal time periods between two breaks.
The default is 15% (0.15).
Critical values are available for %5, 10%, 15%, 20% and 25%.

error(real) define error margin for partial break model.

csd adds cross-section averages of variables with and without breaks.

csa(varlist) and csanobreak() specify the variables with and without breaks which are added as cross-sectional averages.
xtbreak calculates internally the cross-sectional averages.

kfactors(varlist) (known factors) and nbkfactors (known factors without breaks) specify known factors which are constant
across the cross-sectional dimension such as
seasonal dummies or other observed
common factors such as asset returns and oil prices with and without breaks.