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Table Of Contents

2.1 Sample Panel Data Set
2.2.1 Long versus Short Panel Data
2.2.2 Balanced versus Unbalanced Panel Data
2.2.3 Fixed versus Rotating Panel Data
2.3 Data Arrangement: Long versus Wide Form in Stata
2.4 Evaluating the Qualities of Your Panel Data
3.3 Estimating Fixed Effect Models
3.4 Estimating Random Effect Models
3.5.1 F-test for Fixed Effects
3.5.2 Breusch-Pagan LM Test for Random Effects
3.5.3 Hausman Test for Comparing Fixed and Random Effects
3.5.4 Chow Test for Poolability
3.6.1 Substantive Meanings of Fixed and Random Effects
3.6.2 Two Recommendations for Panel Data Modeling
3.6.3 Guidelines of Model Selection
3.7 Estimation Strategies in Stata
4.1 Pooled OLS
4.2 LSDV with a Set of Dummy Variables
4.3 Comparing Pooled OLS and LSDV (Fixed Effect Model)
4.4.1 Estimating LSDV1
4.4.2 Estimating LSDV2
4.4.3 Estimating LSDV3
5.1 Estimating “Within Estimators” Manually
5.2 “Within” Estimation Using .xtreg
5.3 Testing a Fixed Effect (F-test)
6.1 “Between” Estimation: Group Mean Regression
6.2 Estimating a Random Effect Model Manually
6.3 Random Effect Model Using .xtreg
6.4 Testing a Random Effect: LM test
7.1 Hausman Test To Choose Fixed or Random Effect
7.2 Chow Test for Poolability
8.1 Presenting All Possible Models? No!
8.2.1 Goodness-of-fit Measures
8.2.2 Parameter Estimates of Regressors
8.2.4 Test Results
8.3 Interpreting Results Substantively
8.4 Presenting Results Professionally
8.5.1 Statistical Significance
8.5.2 Hypothesis
8.5.3 Parameter Estimates
8.5.4 P-values
8.5.5 Reject or Do Not Reject the Null Hypothesis
9. Conclusion
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Very Usefull to Learn About Panel Data Regression

Very Usefull to Learn About Panel Data Regression

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Published by Abo Muaadh Ba-abbad

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Published by: Abo Muaadh Ba-abbad on Mar 19, 2012
Copyright:Attribution Non-commercial


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