Panel Data Analysis-STATA Do File


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.

The Do-File is prepared by Dr. Stephen Zamore. Check our Panel Data Modelling videos on YouTube, and consider enrolling in our Panel Data Analysis in STATA course where we cover all these models.


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