The XLINCOM Stata module helps estimate different combinations of parameters in a faster and more efficient way compared to other methods. It calculates estimates, standard errors, statistics, p-values, and confidence intervals for these combinations. XLINCOM is especially useful for complex models, where it can be up to 300 times faster than other methods like nlcom. It uses a similar syntax to lincom and extracts information from its output. Additionally, XLINCOM offers a post option for further analysis or exporting data in a user-friendly format.