STATA Commands for Panel Data

Command 1:

  For Descriptive Statistics, just put the following command and then press enter. 

       summarize

       Or

       summarize y x1 x2 x3…xn

For detail statistics

      summarize, detail

       or

      summarize y x1 x2 x3…xn, detail

Command 2:

   For Correlation Matrix, just put the following command and then press enter.

      corr

      Or

      corr  y x1 x2 x3 …. xn

Command 3:

For Pooled OLS, just put the following command and then press enter.

reg         

Or   

reg y x1 x2 x3…. xn

regress

Or  

regress y x1 x2 x3 …. xn

Command 4:

For Robust Regression, just put the following command and then press enter.

reg y x1 x2 x3…. xn, robust 

Or  

regress y x1 x2 x3 …. xn, robust

Command 5:

   For Durbin Watson test and variance inflation factor (VIF) and Ramsey Reset test for omitted variables, just set the time and run OLS regression and then put the following commands, respectively.

   gen =_n

   tsset time                         (Time Series data)

  reg y x1 x2 x3…. xn

  dwstat

  vif

  ovtest  

Command 6:

   For Hausman test, just set the ID and time for panel data and run GLS regression by the following commands, respectively.

   xtset id time, yearly

   xtreg y x1 x2 x3….xn, re

   estimate store re

   xtreg y x1 x2 x3….xn, fe

   estimate store fe

   hausman fe re

Command 7:

   For Chow test (F-Limer Test or Redundant Fixed Effect), just set the ID and time for panel data and run GLS regression by the following commands, respectively.

    xtreg y x1 x2 x3….xn, re

    test x1 x2 x3 

Command 8:

   For Breusch and Pagan Lagrangian multiplier test for random effects, just set the ID and time for panel data and run GLS regression with random effects and then press the command of LM test, respectively.

xtreg y x1 x2 x3….xn, re

xttest0

Command 9:

   For Wooldridge Test of Autocorrelation in Panel data, run OLS regression and then press the following commands of Wooldridge Test, , respectively.

        reg y x1 x2 x3….xn

        ssc install xtserial

        ssc findit xtserial

        net sj 3-2 st0039

        net install st0039 

        xtserial y1 x1 x2 x3….xn           

Command 10:

   For Cross-sectional time-series FGLS regression, press the following commands, respectively.     

        xtgls y x1 x2 x3….xn

Note:

Coefficients:  generalized least squares

Panels:      Homoskedastic

Correlation:   No autocorrelation

Command 11:

   For Mixed-effects ML regression

 xtmixed y x1 x2 x3 ….xn

Command 12:

   For Jerque Berra test of normality, press the following commands, respectively.

       ssc install jb

    jb y

       jb x1

       jb x2

       jb x3

       jb resid