Stata Panel Data Info

Panel datasets often suffer from complications like heteroskedasticity, serial correlation, and cross-sectional dependence. Testing for Heteroskedasticity

xtsum hours work_age grade

This model ignores the panel structure and treats all observations as independent. It is rarely appropriate but serves as a baseline. regress y x1 x2, vce(cluster id) Use code with caution. stata panel data

The RE model treats individual-specific effects as random draws from a distribution and assumes these effects are uncorrelated with the regressors. It is estimated with xtreg, re .

: Common for impact evaluations when a treatment is applied to some groups but not others. Summary of Key Commands xtset Declare panel data structure xtdes Describe panel pattern (balanced/unbalanced) xtsum Report between and within group statistics xtreg, fe Fixed-effects linear regression xtreg, re Random-effects linear regression hausman Perform Hausman specification test xtgls regress y x1 x2, vce(cluster id) Use code with caution

Robust FE xtscc gdp fdi trade gcf, fe lag(2) estimates table pooled fe re, b se

: Any variable that does not change over time (e.g., gender, country of origin) is dropped from the regression automatically. C. Random Effects Model ( xtreg, re ) : Common for impact evaluations when a treatment

If your identifier variable is a string (e.g., country names like "USA", "France"), you must first convert it to a numeric factor variable using encode : encode country_name, gen(country_id) xtset country_id year Use code with caution. Checking Data Alignment

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