Stata Panel - Data Exclusive

* Example setup use https://dss.princeton.edu/training/Panel101_new.dta xtset country year Use code with caution. Copied to clipboard Stata will confirm if your panel is (all entities observed for all time periods) or unbalanced 2. Core Estimation Models

Perform Hausman test hausman fe re

// Compare models xtreg y x1 x2, fe estimates store fe xtreg y x1 x2, re estimates store re xtdpdsys y x1 x2, lags(1) estimates store sysgmm esttab fe re sysgmm using panel_compare.rtf, replace /// b(3) se(3) star(* 0.10 ** 0.05 *** 0.01) /// scalar(N r2) title("Panel Model Comparison") stata panel data exclusive

* Set memory and panel structure clear all set maxvar 12000 use "your_exclusive_panel.dta", clear

xtset panelvar timevar

When publishing GMM models, you must pass two distinct diagnostic tests:

To test for groupwise heteroscedasticity in a fixed effect model: xtreg y x1 x2, fe * ssc install xttest3 xttest3 Use code with caution. Testing for Cross-Sectional Dependence (CD) * Example setup use https://dss

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