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Econometric analysis of panel data using Stata

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  • David M. Drukker

    (StataCorp)

Abstract

This talk discusses estimation, inference, and interpretation of panel-data models using Stata. The talk usually covers the linear RE and FE models, linear RE and FE models with AR(1) errors, linear RE and FE models with general within-panel correlation structures, Hausman–Taylor estimation, linear RE and FE with endogenous variables, linear FE dynamic models, linear mixed models, FE and RE nonlinear models, FE and RE logit models, FE and RE Poisson models, and stochastic frontier models for panel data. The talk briefly introduces each model discussed.

Suggested Citation

  • David M. Drukker, 2006. "Econometric analysis of panel data using Stata," United Kingdom Stata Users' Group Meetings 2006 09, Stata Users Group.
    • Handle: RePEc:boc:usug06:09
    as

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