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Table Of Contents

Types of Data Types of Data
Interpreting Coefficients Interpreting Coefficients
Time Dummies Time Dummies
Type Dummies Type Dummies
From Simple Example From Simple Example
Difference Coefficient Difference Coefficient
DD--in
in--D example D example
From simple example From simple example
Composite Errors Composite Errors
Examples Examples
Composite Error Bias Composite Error Bias
First Difference First Difference
Fixed Effects Fixed Effects
Fixed Effects Coefficients Fixed Effects Coefficients
Goodness of Fit Goodness of Fit
Panel Regressions in Panel Regressions in Stata Stata
Random Effects Random Effects
Random Effects Assumptions Random Effects Assumptions
Random Effects ( Random Effects (RE
RE RETransformation Transformation
General Hausman Test General Hausman Test
Single Coefficient Version Single Coefficient Version
Note: Hausman Test Problem Note: Hausman Test Problem
Hausman Test Interpretation Hausman Test Interpretation
Stata Note Stata Note
Extensions to Panel Regression Extensions to Panel Regression
Extension 1: IV Panel Extension 1: IV Panel
Panel 2SLS Panel 2SLS
First Stage FE First Stage FE
Second Stage FE Second Stage FE
Extension 2: Cluster Regression Extension 2: Cluster Regression
Cross Section Cluster Example Cross Section Cluster Example
Fixed Effects for Cluster Fixed Effects for Cluster
Transformed OLS Regression Transformed OLS Regression
Cluster (illage) Dummies Cluster (illage) Dummies
Aside. . . ´xtdes´ command Aside. . . ´xtdes´ command
Panel FE Regression with AC Panel FE Regression with AC
STATA to the rescue again! STATA to the rescue again!
Example of ³wide´ form data set Example of ³wide´ form data set
Problem Problem
Example of ³long´ form data set Example of ³long´ form data set
Reshape Notes Reshape Notes
Fixed Effects Logit Fixed Effects Logit
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Pooled Cross-Section Time Series Data

Pooled Cross-Section Time Series Data

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Published by thiagarage

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Published by: thiagarage on Sep 19, 2010
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