Pooled Cross Section and Panel Data
Chap12, May 19th, 2025
A very simple and quick glance.
xtset id year //xtdes,xttab,xtsum,xtline
*- 混合OLS估计
reg y $x if year==1
xtfmb y $x //Fama and MacBeth (1973)
*- FD估计
reg diff_y diff_x //不能使用D., help xtserial
*- LSDV估计
reg y $x i.id, vce(cluster id)
*- FE, RE估计
xtreg y $x, fe
//reg y $x i.id
//reghdfe y $x, absorb(id)
est sto fe
xtreg y $x, re
est sto re
*- Hausman检验
hausman fe re