Stata Panel Data Work Jun 2026

Before typing a single command, you must grasp two fundamental dimensions: the (e.g., id ) and the time variable (e.g., year , month ).

xtline ln_wage if idcode <= 20, overlay legend(off) title("Individual Wage Trajectories")

xtreg ln_wage hours age tenure, fe estimates store fe xtreg ln_wage hours age tenure, re estimates store re hausman fe re

(Install: ssc install xtcd )

(Requires xtcointtest from xtcoint package.)

To view the trajectories of your variables over time for individual units, use xtline : xtline GDP if country_id <= 5 Use code with caution.

Pooled OLS ignores the panel structure, treating all observations as independent. This is rarely appropriate but provides a baseline. regress ln_wage grade age Use code with caution. 4.2. Fixed Effects (FE) Model stata panel data

xtreg wage hours tenure age, re

: Before running any analysis, you must tell Stata your data is a panel using xtset : xtset country_id year 2. Exploring and Visualizing

eststo clear eststo: reg ln_wage hours age tenure, vce(cluster idcode) eststo: xtreg ln_wage hours age tenure, fe eststo: xtreg ln_wage hours age tenure, re esttab est1 est2 est3, se star(* 0.10 ** 0.05 *** 0.01) /// mtitles("Pooled OLS" "Fixed Effects" "Random Effects") /// addnotes("Standard errors clustered at individual level") Before typing a single command, you must grasp

This command maps alphabetical strings to integers while preserving the original names as value labels. Step 2: Declaring the Panel Structure

Here is a guide to mastering the core workflow of Stata panel data. 1. Preparation: The