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Estimation and testing of fixed-effect panel-data systems

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  • J. Lloyd Blackwell, III

    (Department of Economics, University of North Dakota)

Abstract

This paper describes how to specify, estimate, and test multipleequation, fixed-effect, panel-data equations in Stata. By specifying the system of equations as seemingly unrelated regressions, Stata panel-data procedures worked seamlessly for estimation and testing of individual variable coefficients, but additional routines using test were needed for testing of individual equations and differences between equations. Copyright 2005 by StataCorp LP.

Suggested Citation

  • J. Lloyd Blackwell, III, 2005. "Estimation and testing of fixed-effect panel-data systems," Stata Journal, StataCorp LLC, vol. 5(2), pages 202-207, June.
    • Handle: RePEc:tsj:stataj:v:5:y:2005:i:2:p:202-207
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    References listed on IDEAS

    as
    1. Beck, Nathaniel & Katz, Jonathan N., 1995. "What To Do (and Not to Do) with Time-Series Cross-Section Data," American Political Science Review, Cambridge University Press, vol. 89(3), pages 634-647, September.
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    19. Koffie Ben Nassar & Edder Martinez & Anabel Pineda, 2014. "Determinants of Banks' Net Interest Margins in Honduras," IMF Working Papers 2014/163, International Monetary Fund.
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