Stata Panel Data __full__ -

To analyze panel data in Stata, you follow a structured workflow: preparing your data format, declaring the panel structure, and then running specific "xt" (cross-sectional time-series) commands. 1. Data Structure: Wide vs. Long Stata requires panel data to be in long format.

Compare FE vs. RE – Hausman Test:

xtreg wage hours tenure age, fe
estimates store fe
xtreg wage hours tenure age, re
estimates store re
hausman fe re

panel variable: idcode (unbalanced)
 time variable: year, 68 to 88, but with gaps
 delta: 1 unit

System GMM (Blundell-Bond, more efficient):

xtdpdsys wage L.wage hours tenure, twostep robust

Stata will report if the panel is "strongly balanced" (no missing years for any entity) or "unbalanced". 2. Core Estimation Models stata panel data

The L., F., and D. operators only work after xtset. To analyze panel data in Stata, you follow

Part 5: Core Panel Data Models in Stata

This is the heart of Stata panel data analysis. panel variable: idcode (unbalanced) time variable: year, 68

Already done above via i.year. This removes time trends common to all panels.