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:

  1. Pooled panel regression model;
  2. Breusch-Pagan Lagrange multiplier;
  3. Random effects model;
  4. Fixed effects model;
  5. Choosing between RE and FE;
  6. Between regression (regression on group means);
  7. Hausman and Taylor model;
  8. First difference GMM;
  9. System GMM;
  10. Choosing between Difference and System GMM;
  11. Two-step, robust standard errors, nomata, nodiff, and orthogonal deviations;
  12. Two-way error component model.

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