Download - STATA - Panel Regressions
![Page 1: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/1.jpg)
STATA: Data Analysis Software
www.STATA.org.uk
Step-by Step Screenshot Guides to help you use STATA
Not affiliated with Stata Corp.
STATAPanel Regressions
![Page 2: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/2.jpg)
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
![Page 3: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/3.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 4: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/4.jpg)
![Page 5: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/5.jpg)
![Page 6: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/6.jpg)
![Page 7: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/7.jpg)
![Page 8: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/8.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 9: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/9.jpg)
![Page 10: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/10.jpg)
![Page 11: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/11.jpg)
![Page 12: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/12.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 13: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/13.jpg)
![Page 14: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/14.jpg)
![Page 15: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/15.jpg)
![Page 16: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/16.jpg)
![Page 17: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/17.jpg)
![Page 18: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/18.jpg)
![Page 19: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/19.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 20: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/20.jpg)
![Page 21: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/21.jpg)
![Page 22: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/22.jpg)
![Page 23: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/23.jpg)
![Page 24: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/24.jpg)
![Page 25: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/25.jpg)
![Page 26: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/26.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 27: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/27.jpg)
![Page 28: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/28.jpg)
![Page 29: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/29.jpg)
![Page 30: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/30.jpg)
![Page 31: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/31.jpg)
Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge
![Page 32: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/32.jpg)
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
![Page 33: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/33.jpg)
![Page 34: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/34.jpg)
![Page 35: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/35.jpg)
![Page 36: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/36.jpg)
![Page 37: STATA - Panel Regressions](https://reader033.vdocuments.us/reader033/viewer/2022042506/54c6fc2e4a795949388b459a/html5/thumbnails/37.jpg)
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