The new versions of xtdcce2 (now version 2.0, was formerly called 1.35beta) and xtcd include the following updates:
xtdcce2
- speed improvements, old method still available via option "blockdiaguse"
- improved checks for collinearities and inverting rank deficient matrices
- R2 calculation for mean group and pooled regressions following Holly et. al (2010)
- Newey-West type standard errors for pooled regressions (Pesaran 2006)
- Fixed-T standard errors for pooled regressions following Westerlund et. al (2019)
- Estimation of exponent of cross-sectional dependence (see below)
- several bugfixes (using jackknife option and if statement, use of binary variables, calculation of R2, if statement on panel ids)
- uses predict , e if xtreg is used.
- improved detection of unbalanced panels and missing observations
xtcse2 estimates the exponent of cross-sectional dependence in a panel with a large number of observations over time (T) and cross-sectional units (N). The estimation method follows Bailey, Kapetanios, Pesaran (2016, Journal of Applied Econometrics). xtcse2 estimates the strength of the cross-sectional dependence factor, for a residual or one or more variables. It outputs the point estimate, the standard error and confidence interval. It is intend to support the decision whether to include cross-sectional averages when using xtdcce2 and accompanies xtcd2 in testing for weak cross-sectional dependence. As a default it uses xtcd2 to test for weak cross-sectional dependence.
For further explanation of the command and a full list of updates please see the help file and my github page. The packages can be obtain directly from Stata using either SSC or from github (only Stata >14):
Code:
net from https://janditzen.github.io/xtdcce2/
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