*! version 1.0.0 09jul2026

Title

xtkpybreak postestimation -- Postestimation tools for
xtkpybreak

Postestimation commands

Because xtkpybreak is an e()-class estimation command that
posts e(b) and e(V), the standard postestimation machinery works after
either subcommand:

command

estimates store, restore, and tabulate results across models

test, testnl Wald tests of the posted coefficients

lincom, nlcom linear / nonlinear combinations

coefplot coefficient plots (SSC; not required)

What is posted.

o After xtkpybreak cce: e(b) is the CCEMG
estimator by default (or CCEP with estimator(pooled)); coefficients are
named by the regressors. The alternative estimator and the per-panel slopes are
in e(b_pooled), e(b_mg) and e(b_i).

o After xtkpybreak break: e(b) stacks the
regime mean-group slopes with equation names r1, r2, ...,
r(m+1). To test whether a slope changed across a break, contrast the
regimes, e.g. test [r1]x = [r2]x. Break dates are in e(breakdates).

Built-in graphs

Both subcommands can draw journal-style graphs directly at estimation time
(no extra command needed):

coefplot (cce) per-panel slope dispersion with the CCEMG line and
band

factorplot (cce) cross-section-average factor proxies over time

breakplot (break) cross-section average of depvar with break
dates marked

coefevolution (break) regime step plot of the mean-group slope
with a confidence band

Graphs are saved under the name(stub) you supply, so they can be combined
with graph combine into a dashboard.

Examples

. webuse grunfeld, clear

. xtset company year

CCE, then a Wald test and a stored comparison

. xtkpybreak cce invest mvalue kstock

. estimates store CCEMG

. test mvalue kstock

Break model, then test slope change across the break

. xtkpybreak break invest mvalue kstock, nbreaks(1) coefevolution

. test [r1]mvalue = [r2]mvalue

. matrix list e(breakdates)

Combine the built-in graphs into one figure

. xtkpybreak cce invest mvalue kstock, coefplot factorplot name(a)

. xtkpybreak break invest mvalue kstock, nbreaks(1) breakplot coefevolution name(b)

. graph combine a_coef a_factor b_break b_evo, cols(2)

Author

Dr Merwan Roudane

merwanroudane920@gmail.com

github.com/merwanroudane