'XTROBREG': module providing pairwise-differences and first-differences robust regression estimators

Vincenzo Verardi; Ben Jann

'XTROBREG': module providing pairwise-differences and first-differences robust regression estimators

Centre of Research in the Economics of Development

Research output: Non-textual form › Software

Abstract

xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.

Original language	French
Publication status	Published - 23 Apr 2021

Access to Document

http://ideas.repec.org/c/boc/bocode/s458937.htmlLicence: GNU GPL

Cite this

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title = "'XTROBREG': module providing pairwise-differences and first-differences robust regression estimators",

abstract = "xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.",

author = "Vincenzo Verardi and Ben Jann",

year = "2021",

month = apr,

day = "23",

language = "Fran{\c c}ais",

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TY - ADVS

T1 - 'XTROBREG': module providing pairwise-differences and first-differences robust regression estimators

AU - Verardi, Vincenzo

AU - Jann, Ben

PY - 2021/4/23

Y1 - 2021/4/23

N2 - xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.

AB - xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.

M3 - Logiciel

ER -