Stata Panel Data

Panel data, or longitudinal data, consists of repeated observations of the same entities—such as individuals, firms, or countries—over multiple time periods. In Stata, these datasets are typically analyzed using the xt suite of commands. 1. Data Preparation

(Note: xtserial is a user-written command. Install via ssc install xtserial). stata panel data

5. Choosing Between Fixed and Random Effects

You must decide which model is appropriate using the Hausman Test. Panel data, or longitudinal data, consists of repeated

Hausman test estimates store fe_est xtreg wage union experience i.year, re hausman fe_est ., sigmamore If your data is in "wide" format (e

If your data is in "wide" format (e.g., years as columns), use the command: reshape long [variable_stub], i(id) j(year).

To visualize your data, xtline draws separate time-series plots for each panel unit or overlays them on a single graph.xtline wages Estimating Panel Data Models

Bootstrap for Small Panels:

xtreg wage hours tenure, fe vce(bootstrap, reps(200))