Panel Data Models (Pooled OLS, FE, RE, LSDVs) in STATA

This video goes through how to implement the fixed effects, random effects, least squares dummy variables, and pooled OLS in STATA. We also show how to compare different models and determine which one is the most apt.
Link to do file: drive.google.com/drive/folder...
Created by Justin S. Eloriaga
Website: justineloriaga.com

[@xixiai4984]

Thank you so much! It really took me a long time to get your channel and find out your amazing tutorials.

[@yodaisawart]

U so clutch man, uploaded this the day of my test.

[@omarfaruq8306]

Job well done! Brief and to the point

[@muhammadikram5458]

Great video man, keep up the good work!

[@clarajoanjoachim2179]

Thank you very much the videos sir, you helped so much with your previous videos as well. :D

[@simojl5756]

thank you man you just saved a life here

[@0xMaijeh]

Great video, thanks!

[@anakagungbaguswirayuda9593]

thanks man, nice tutorial

[@sarajcvs]

amazing!

[@rameshsharma8499]

Thank you 🙂

[@rationalmind3567]

i had entered manually id for my panel data in excel but Stata display message that the variable id did not found.

[@sangitachaudhary2659]

hello sir thank you for this detail video it helps a lot i have a question regarding estimating the fe and re and my fe coefficient is higher in number in (lakh )is it acceptable ? is it because of the data ? kindly provide your guidance. really need you help sir !

[@cheptooM]

could you please put the link to download the dataset directly

[@pamelaferroni6297]

How do you interpret the dummies in the LSDV3 specification for fixed effects?

[@muhammedsuhailps635]

Thank you so much Justin !!

[@jeanireneeakimana8459]

Thank you for your video but I have a question on testing the cross-sectional dependence for N

[@0xMaijeh]

Hello Jean. I think when you want to test for cross sectional dependence on stata, xttest2 is appropriate which you will do after you've run your regression xtreg {variables}, fe). Also, I believe if you're dealing with a micro panel, there's likely no cause for worry as cross sectional dependence is mostly common for macro panels. I hope this helps!

[@economics4331]

Justin, do you something about the Stochastic frontier analysis for Panel data? I want to make you a question about this issue

[@rabiakhalid5611]

Can you please send the video link covering the basics of LSDV, Pooled OLS, fixed effect, random effect? Thanks

[@aniksaha9925]

While doing PMG ARDL, this output cam out "Hessian has become unstable or asymmetric" What to do?

[@soufianemahjoubi5758]

how to estimate survey data ?

[@muhammadfarooq8967]

Good

[@isurusenevirathne]

where did you find data set

[@darkinc1429]

Table F8.1: Cornwell and Rupert, Labor Market Data, 595 Individuals, 7 years Source: Cornwell and Rupert (1988)