Stata Panel Data Review

Without xtset , panel data commands like xtreg , xtsum , xtline , or xtunitroot will not work. After running xtset , Stata remembers the panel structure for the entire session.

Remember the golden rules:

: Used when the dependent variable depends on its own past values ( yt−1y sub t minus 1 end-sub ). Use the Arellano–Bond estimator ( xtabond ). stata panel data

Alternative to FE when errors are strongly serially correlated. Without xtset , panel data commands like xtreg

Before running any panel models, you must tell Stata that your data is structured as a panel. This is done using the xtset command, which defines the panel variable ( ) and the time variable ( Use the Arellano–Bond estimator ( xtabond )

xtabond income education, gmm(income) iv(education) noleveleq Use code with caution. Summary of Essential Stata Panel Commands reshape long Converts wide layout to panel-ready long layout xtset id time Declares the entity and time variables to Stata xtsum

bysort id (year): keep if _n == 1