Panel Data Regressions

patriks

Hey guys,

Just a quick question in relation to panel data: Can you run a regression which has been structured to contain balanced panel data as you would run a normal regression? If not, could anybody elaborate?

Thanks, everybody!;)

Anonymous1987

patriks wrote: »

Hey guys,

Just a quick question in relation to panel data: Can you run a regression which has been structured to contain balanced panel data as you would run a normal regression? If not, could anybody elaborate?

Thanks, everybody!;)

No you have to tell Stata it is panel data by identifying your data, for example identify the countries and the year using the "tsset" command I think. Then you just use xtreg instead of reg. I have never done it before so I'm not much help, sorry.

The following looks like it could be helpful
http://www.tcd.ie/Economics/staff/frainj/main/MSc%20Material/Panel%20Data%20in%20Stata/panel_data10.pdf

chave

Anonymous1987 wrote: »

No you have to tell Stata it is panel data by identifying your data, for example identify the countries and the year using the "tsset" command I think. Then you just use xtreg instead of reg. I have never done it before so I'm not much help, sorry.

The following looks like it could be helpful
http://www.tcd.ie/Economics/staff/frainj/main/MSc%20Material/Panel%20Data%20in%20Stata/panel_data10.pdf

I find this a great resource for Stata, with links to others but here's the
panel data tutorial

http://dss.princeton.edu/online_help/analysis/panel.htm

patriks

Thanks guys.;)
Only problem is: I don't have access to STATA.
I might just run it like a conventional multivariate regression. It won't be quite as accurate (and may contain omitted variable bias), but I'll see how it turns out.