writing ado file with panel data estimator

[Ida Johnsson]

Hi! Does anybody have an example of how to write an ado file with an estimator for panel data? (for example a fixed-effects estimator) I am new to writing ado files and I am wondering how to make Stata understand the time- and panel dimensions from tsset or xtset. I am interested in both Stata and Mata codes. All comments are welcome!

[Jesse Wursten]

You might be able to use my xtqptest command, it's a test rather than an estimator, but it explicitly deals with panel and time dimensions.

You can install it using "ssc install xtqptest" and then type "viewsource xtqptest.ado". This will show you the full ado file, which you can then copy into the dofile editor if you want.

Let me know if you find any bugs :D
(known bug: the helpfile still thinks the command is called qptest)