Panel Data STATA Do-File
The Do-File is prepared by Dr. Stephen Zamore. 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.