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xtbhst
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Download and install xtbhst package within the R console
Install from CRAN:
install.packages("xtbhst")
Install from Github:
library("remotes")
install_github("cran/xtbhst") Install by package version:
library("remotes")
install_version("xtbhst", "1.0.2") Attach the package and use:
library("xtbhst")
Maintained by
Muhammad Alkhalaf
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First Published: 2026-03-13
Latest Update: 2026-03-13
Description:
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.
How to cite:
Muhammad Alkhalaf (2026). xtbhst: Bootstrap Slope Heterogeneity Test for Panel Data. R package version 1.0.2, https://cran.r-project.org/web/packages/xtbhst. Accessed 24 Oct. 2026.
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