Rxtsum : Stata xtsum package for R

The package can be found under my GitHub repo. It can be installed with the following commands:


A few words about Rxtsum

The package Rxtsum replicates the between/within standard deviation decomposition of Stata’s xtsum package. In particular, it follows the procedure described here : http://stephenporter.org/files/xtsum_handout.pdf

It is used as follows:

Rxtsum(data, id, col)

Where data is a dataframe which can be grouped (for example panel data where the group is the individual), id is the grouping variable, and col is a character vector for which you want the within/between decomposition. Obviously, col have to be numeric.

An overview of the different functions of the package:

Rxtsum::Rxtsum(iris, Species, c("Sepal.Length", "Sepal.Width"))
Rxtsum::f.between_df(iris, Species, c("Sepal.Length", "Sepal.Width"))
Rxtsum::f.within_df(iris, Species, c("Sepal.Length", "Sepal.Width"))
Rxtsum::f.overall_df(iris, Species, c("Sepal.Length", "Sepal.Width"))
Brendan Berthold
Brendan Berthold
PhD Candidate

I am interested in applied macroeconomics, forecasting, and international finance and macroeconomics. I also love cinema and photography.