Stata Panel Data Exclusive -

* Standard FE (not exclusive) xtreg y x1 x2, fe

xtabond y L.y x1 x2, lags(1) xtdpd xtdpdgmm

Use xtset panelvar timevar to establish the dimensions.

Stata's rich feature set for cluster-robust inference includes newer HC2 and HC3 bias-corrected standard errors and the , which is a vital method for performing valid inference when the number of clusters is small. stata panel data exclusive

Why exclusive? reghdfe can absorb millions of fixed effects without memory overflow. It also reports the partial R-squared for each absorbed dimension—something xtreg cannot do.

Stata’s xtreg with fd option:

: Verifies that there is no second-order serial correlation ( ) in the first-differenced residuals. * Standard FE (not exclusive) xtreg y x1

menbreg y x1 x2 || id: , exposure(log_population)

After running a model, you must check for common panel‑data violations: heteroskedasticity, autocorrelation, and cross‑sectional dependence.

These (no cross‑unit contamination) only after xtset . reghdfe can absorb millions of fixed effects without

Panel data (or longitudinal data) follows the same entities—people, firms, or countries—over multiple time periods. Unlike cross-sectional data, it allows researchers to control for unobserved heterogeneity

Cross-Sectional Dependence (Contagion / Spatial Correlation)