xtbhst
Bootstrap Slope Heterogeneity Test for Panel Data
Implements the bootstrap slope heterogeneity test for panel data based on Blomquist and Westerlund (2015) <doi:10.1007/s00181-015-0978-z>. Tests the null hypothesis that slope coefficients are homogeneous across cross-sectional units. Provides both standard and adjusted Delta statistics with bootstrap p-values. Supports partialling out of control variables and cross-sectional averages for dealing with cross-sectional dependence.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | xtbhst_1.0.1.tar.gz |
47.3 KiB |
1.0.1 |
rolling linux/noble R-4.5 | xtbhst_1.0.1.tar.gz |
47.2 KiB |
1.0.1 |
rolling source/ R- | xtbhst_1.0.1.tar.gz |
13.0 KiB |
1.0.1 |
latest linux/jammy R-4.5 | xtbhst_1.0.1.tar.gz |
47.3 KiB |
1.0.1 |
latest linux/noble R-4.5 | xtbhst_1.0.1.tar.gz |
47.2 KiB |
1.0.1 |
latest source/ R- | xtbhst_1.0.1.tar.gz |
13.0 KiB |
1.0.1 |
2026-04-26 source/ R- | xtbhst_1.0.1.tar.gz |
13.0 KiB |
1.0.1 |
2026-04-23 source/ R- | xtbhst_1.0.1.tar.gz |
13.0 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | xtbhst_1.0.1.zip |
49.9 KiB |