Stata Panel Data | !!hot!!

Use hausman and xttest0 to isolate the correct estimator.

Comprehensive Guide to Stata Panel Data Analysis: Techniques and Commands stata panel data

If your diagnostics reveal heteroskedasticity or serial correlation, standard errors will be deflated, leading to false statistical significance. Fix this by adding vce(robust) or vce(cluster id) to your estimator: Use hausman and xttest0 to isolate the correct estimator

Sometimes, unobserved factors affect all entities simultaneously in a given time period (e.g., a global recession or a technological shift). You can include in both FE and RE models by adding i.year to the regressor list: standard errors will be deflated

Plots a separate time-series line for each entity in the panel. Princeton University 3. Estimating Models