1. STATA: Data Analysis Software
STATA
Panel Regressions
www.STATA.org.uk
Step-by Step Screenshot Guides
to help you use STATA
Not affiliated with Stata Corp.

2. Datasets Used in Tutorial
– Datasets in these tutorials are based on examples in:
Stock and Watson (2006)
“Introduction to Econometrics”
– You can obtain all of the datasets used in these tutorials
by downloading a STATA command file from
http://www.stata.org.uk/download-examples.html

3. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

8. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

12. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

19. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

26. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

31. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

32. Panel Regression: Challenge
Challenge
– Estimate panel using beertax, mlda and vmiles
Method
– Repeat panel regression by editing do-file
– Add mlda and vmiles as independent variables
– Estimate fixed effects and store
– Estimate random effects and store
– Conduct Hausman test

37. www.STATA.org.uk
– If you visit www.STATA.org.uk you can download
tutorials on these other topics:
Data Management Statistical Analysis
Importing Data Summary Statistics
Graphs Linear Regressions
Presenting Output Panel Regressions
Merge or Drop Data Time Series Analysis
Instrumental Variables
Probit Analysis