XTSPJ: Stata module for split-panel jackknife estimation

xtspj provides bias-corrected estimation of panel data models with fixed effects. It implements the split-panel jackknife for fixed-effect versions of linear, probit, logit, Poisson, exponential, gamma, Weibull, and negbin2 regressions. Other models are also accommodated, provided that the user specifies the log-likelihood function (and, possibly but not necessarily, the score function and the Hessian).