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    Nguyễn Hoàng Trí
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    The document provides instructions for conducting panel data analysis in Stata. It includes commands to install packages for data management and output, encode identifiers, set panel data, perform summary statistics, correlations, random effects regression, fixed effects regression, and tests to select the preferred model. Results from the regressions and tests are stored and output tables are generated to report and compare the random effects and fixed effects models.

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    The document provides instructions for conducting panel data analysis in Stata. It includes commands to install packages for data management and output, encode identifiers, set panel data, perform summary statistics, correlations, random effects regression, fixed effects regression, and tests to select the preferred model. Results from the regressions and tests are stored and output tables are generated to report and compare the random effects and fixed effects models.

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    © All Rights Reserved
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    21 views1 page

    Code Stata

    Uploaded by

    Nguyễn Hoàng Trí
    The document provides instructions for conducting panel data analysis in Stata. It includes commands to install packages for data management and output, encode identifiers, set panel data, perform summary statistics, correlations, random effects regression, fixed effects regression, and tests to select the preferred model. Results from the regressions and tests are stored and output tables are generated to report and compare the random effects and fixed effects models.

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    of 1

    ssc install winsor2

    winsor2 Tocdotangtruong, replace cuts (5 95)

    findit xttest3

    findit xtserial

    findit esttab
    encode ID, gen(FIRM)
    encode ID, gen(FIRM)

    xtset FIRM YEAR

    sum y x1 x2 …..

    corr y x1 x2 …

    xtreg y x1 x2 ….,re

    est sto re

    xtreg y x1 x2 ….,fe

    est sto fe

    hausman fe re

    p-value<alpha  FEM

    xttest3

    xtserial y x1 x2 …

    p-value>alpha  REM

    xttest0

    xtserial y x1 x2 …

    xtgls y x1 x2 , panels(h) corr(ar1)

    esttab fe re gls, star (* 0.1 ** 0.05 *** 0.001) brackets nogap


    esttab fe re gls, star (* 0.1 ** 0.05 *** 0.001) brackets nogap

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