Dear Statalist members,
I would like to introduce xtie2, a new user-written Stata command for fixed-effects panel estimation with automatic pairwise interactions.
The command automatically generates all pairwise interactions among the explanatory variables and performs post-estimation analysis for the primary interaction defined by the first two explanatory variables. It reports the interaction coefficient and significance test, calculates marginal effects, evaluates them at selected moderator values, and computes marginal-effect zero-crossing critical values. It also checks whether these critical values fall within the observed sample range.
The reported critical values should be interpreted as marginal-effect zero-crossing values, not as Hansen-type panel threshold estimates.
The package is currently available from GitHub and can be installed in Stata using:
net install xtie2, from("https://raw.githubusercontent.com/zehrayalnizz41-cmd/xtie2/main/")
After installation:
help xtie2
Example:
xtie2 unemployment energy_dependency energy_price_index inflation gdp_growth, robust
GitHub repository:
https://github.com/zehrayalnizz41-cmd/xtie2
I would be grateful for comments, suggestions, and bug reports from Stata users.
Best regards,
Dr. Zehra Yalnız
Kocaeli University, Türkiye
ORCID: 0000-0003-2633-2022
I would like to introduce xtie2, a new user-written Stata command for fixed-effects panel estimation with automatic pairwise interactions.
The command automatically generates all pairwise interactions among the explanatory variables and performs post-estimation analysis for the primary interaction defined by the first two explanatory variables. It reports the interaction coefficient and significance test, calculates marginal effects, evaluates them at selected moderator values, and computes marginal-effect zero-crossing critical values. It also checks whether these critical values fall within the observed sample range.
The reported critical values should be interpreted as marginal-effect zero-crossing values, not as Hansen-type panel threshold estimates.
The package is currently available from GitHub and can be installed in Stata using:
net install xtie2, from("https://raw.githubusercontent.com/zehrayalnizz41-cmd/xtie2/main/")
After installation:
help xtie2
Example:
xtie2 unemployment energy_dependency energy_price_index inflation gdp_growth, robust
GitHub repository:
https://github.com/zehrayalnizz41-cmd/xtie2
I would be grateful for comments, suggestions, and bug reports from Stata users.
Best regards,
Dr. Zehra Yalnız
Kocaeli University, Türkiye
ORCID: 0000-0003-2633-2022
