Stata Panel Data [top] May 2026

Pooled OLS regress gdp fdi trade gcf eststo pooled

Want to include a lagged dependent variable? FE is inconsistent (Nickell bias). Enter Arellano-Bond ( xtabond ). Stata’s implementation is powerful but: stata panel data

This article originally appeared as a contributed guide for researchers using Stata for panel data analysis. For updates and advanced topics like spatial panel models or panel VAR, stay tuned for Part 2. Pooled OLS regress gdp fdi trade gcf eststo

(Requires xtscc package from SSC: ssc install xtscc ) . For real-world applications

Introduction to longitudinal-data/panel-data manual. 1. xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

For real-world applications, basic FE/RE may not suffice. Here are advanced techniques.