Panel Data STATA Do-File
1 File
Download the STATA Do File for Panel Data Analysis in the STATA software. It covers:
Pooled panel regression model;
Breusch-Pagan Lagrange multiplier;
Random effects model;
Fixed effects model;
Choosing between RE and FE;
Between regression (regression on group means);
Hausman and Taylor model;
First difference GMM;
System GMM;
Choosing between Difference and System GMM;
Two-step, robust standard errors, nomata, nodiff, and orthogonal deviations;
Two-way error component model.