Stata | Panel Data Exclusive [updated]

Before accessing any exclusive panel features, the data must be defined as panel data. This is the gateway command that informs Stata of the cross-sectional and time-series dimensions.

Output should confirm: strongly balanced or unbalanced? stata panel data exclusive

xtunitroot llc y // Levin-Lin-Chu xtunitroot ips y // Im-Pesaran-Shin xtunitroot fisher y // Fisher-type Before accessing any exclusive panel features, the data

* 'i.status' tells Stata that 'status' is a categorical variable xtreg profit i.status, fe xtunitroot llc y // Levin-Lin-Chu xtunitroot ips y

"Random effects is more efficient, Aris," she had whispered in the faculty lounge. "It lets you include variables that don't change over time, like geographical location."

xtreg y x1 x2 if group == 1, fe xtreg y x1 x2 if group == 2, fe Use code with caution. Copied to clipboard 4. Critical Diagnostic Tests

This reveals missing data patterns exclusive to your panel. If you see pattern "111101", you need specialized unbalanced panel routines ( xtreg uses them automatically, but GMM does not).