Panel Data Models

Panel Data Models: Files

• Lecture: Panel Data Models.pdf
• Stata program: Panel Data Models.do
• Data files: jtrain.dta
• R script: Panel Data Models.R
• Data files: jtrain.csv

Panel Data Models: Lecture Topics

• Panel data set up and variations
• Pooled OLS estimator
• First differences estimator
• Fixed effects (within) estimator
• Dummy variables regression with fixed effects
• Random effects estimator
• Hausman test for fixed effects versus random effects

Panel Data Models in Stata/R: Topics

• Pooled OLS estimator
• Between estimator
• First differences estimator
• Fixed effects within estimator
• Dummy variables regression
• Random effects estimator
• Hausman test for fixed versus random effects