stata - panel regressions
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STATA: Data Analysis Software
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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