Stata Panel Data Exclusive Best — Pro & Confirmed
Stata: running fixed- and random-effects panel models (exclusive post)
Want a concise guide to estimating panel models in Stata? Here’s a focused walkthrough with code and tips for fixed-effects and random-effects estimation, model choice, and interpretation.
- Test for heteroskedasticity:
- Test for serial correlation:
🎯 Best Single Paper for a Practitioner
Roodman (2009) — How to do xtabond2 — if you work with dynamic panels (common in growth, finance, macro panel studies). It is hands-down the most cited "exclusive Stata panel" paper. stata panel data exclusive