stata - panel regressions

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STATAPanel Regressions

Datasets Used in Tutorial

– Datasets in these tutorials are based on examples in:

Stock and Watson (2006) “Introduction to Econometrics”

– You can obtain all of the datasets used in these tutorials by downloading a STATA command file from http://www.stata.org.uk/download-examples.html

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Outline

– Statistical Analysis

• Panel Regressions

– Open Dataset

– Declare Time and ID Variables

– Fixed Effects Regression

– Random Effects Regression

– Hausman Test

– Challenge

Panel Regression: Challenge

Challenge– Estimate panel using beertax, mlda and vmiles

Method– Repeat panel regression by editing do-file

– Add mlda and vmiles as independent variables

– Estimate fixed effects and store

– Estimate random effects and store

– Conduct Hausman test

www.STATA.org.uk

– If you visit www.STATA.org.uk you can download tutorials on these other topics:

Data Management Statistical Analysis

Importing Data Summary Statistics

Graphs Linear Regressions

Presenting Output Panel Regressions

Merge or Drop Data Time Series Analysis

Instrumental Variables

Probit Analysis